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	param	t-stat
$m$	26
$α$	0.0676	19.12
$β$	0.7926	92.82
$γ$	0.0755	14.33
$λ_{1}$	0.0109	6.11
$λ_{2}$	0.0359	7.07
$λ_{3}$	0.9615	178.89

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Daiwa House Industry Co Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

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