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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1986	19.73***
α ARCH Response to squared shocks	0.0605	14.46***
β GARCH Volatility persistence	0.8967	234.61***
γ leverage Additional response to negative shocks	0.0231	3.71***

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Kelly Services Inc GJR-GARCH Volatility Analysis

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