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	param	t-stat
$m$	126
$α$	0.0334	15.76
$β$	0.8893	172.18
$γ$	0.0563	12.49
$λ_{1}$	0.0165	3.50
$λ_{2}$	0.0268	5.36
$λ_{3}$	0.9683	157.76

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Walt Disney Co/The MF2-GARCH Volatility Analysis

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News Impact Curve

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