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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.0561	4.44***
β GARCH Volatility persistence	0.0488	0.84
γ leverage Additional response to negative shocks	0.3132	4.01***
λ₁ tau intercept Baseline long-term coefficient	191.1215

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Autozi Internet Technology Global Ltd MF2-GARCH Volatility Analysis

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