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	param	t-stat
$m$	121
$α$	0.0339	18.67
$β$	0.8975	332.78
$γ$	0.0843	21.85
$λ_{1}$	0.0824	7.91
$λ_{2}$	0.0603	8.12
$λ_{3}$	0.9253	100.59

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Credit Suisse Group AG MF2-GARCH Volatility Analysis

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