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	param	t-stat
$m$	66
$α$	0.0198	10.06
$β$	0.8848	239.47
$γ$	0.1107	30.14
$λ_{1}$	0.0074	5.93
$λ_{2}$	0.0291	6.19
$λ_{3}$	0.9697	190.84

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Citigroup Inc MF2-GARCH Volatility Analysis

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