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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0297	11.87***
α ARCH Response to squared shocks	0.0918	22.01***
β GARCH Volatility persistence	0.9869	1,002.95***
γ leverage Additional response to negative shocks	-0.0279	-7.60***

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Kelly Services Inc EGARCH Volatility Analysis

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