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	param	t-stat
$m$	126
$α$	0.2938	21.43
$β$	0.4514	26.02
$γ$	-0.1115	-3.39
$λ_{1}$	0.0325	0.26
$λ_{2}$	0.0077	0.88
$λ_{3}$	0.9889	40.68

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Inner Mongolia Yitai Coal Co MF2-GARCH Volatility Analysis

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News Impact Curve

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