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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0363	12.77***
α ARCH Response to squared shocks	0.0508	21.36***
β GARCH Volatility persistence	0.9484	379.35***
γ leverage Additional response to negative shocks	0.3398	8.19***
δ power Transformation power	1.0127	23.94***

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Kelly Services Inc APARCH Volatility Analysis

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