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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2624	10.62***
α ARCH Response to squared shocks	0.0825	5.10***
β GARCH Volatility persistence	0.8616	35.82***

V-Lab

KBR Inc Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other KBR Inc Analyses