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	param	t-stat
$m$	21
$α$	0.1944	14.94
$β$	0.5464	15.35
$γ$	-0.0845	-4.93
$λ_{1}$	0.5080	0.89
$λ_{2}$	0.0659	0.88
$λ_{3}$	0.8708	6.45

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Albert David MF2-GARCH Volatility Analysis

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News Impact Curve

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