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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2317	35.24***
α ARCH Response to squared shocks	0.1866	41.87***
β GARCH Volatility persistence	0.7565	217.08***
γ leverage Additional response to negative shocks	0.0544	6.84***

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Kelly Services Inc Asy. MEM Volatility Analysis

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