My testing:
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Internet Explorer 11: yes esc stops the animation
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Firefox current: no esc does not stop the animation.
Looks like this is a regression as of Firefox 20, this definitely used to work in earlier Firefoxes. They recommend using this SuperStop add on.
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Chrome current: no esc does not stop the animation.
Has never worked in Chrome to my knowledge, which is odd since it did not follow the path laid down by IE and Firefox prior to v20. There is a long standing bug on this which has some recent activity. This Gif Jam plugin looks promising though.