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	param	t-stat
$m$	21
$α$	0.1292	28.05
$β$	0.6350	59.76
$γ$	0.0725	10.05
$λ_{1}$	0.0394	3.36
$λ_{2}$	0.0297	5.24
$λ_{3}$	0.9623	128.83

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Obayashi Corp MF2-GARCH Volatility Analysis

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News Impact Curve

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