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	param	t-stat
$m$	46
$α$	0.0363	7.86
$β$	0.8302	125.89
$γ$	0.1176	21.61
$λ_{1}$	0.0109	5.63
$λ_{2}$	0.0450	5.75
$λ_{3}$	0.9506	112.99

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iShares MSCI Hong Kong ETF MF2-GARCH Volatility Analysis

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News Impact Curve

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