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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1957	19.65***
α ARCH Response to squared shocks	0.0599	14.47***
β GARCH Volatility persistence	0.8979	236.84***
γ leverage Additional response to negative shocks	0.0227	3.68***

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Kelly Services Inc GJR-GARCH Volatility Analysis

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