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	param	t-stat
$m$	46
$α$	0.0369	7.96
$β$	0.8302	125.72
$γ$	0.1170	21.40
$λ_{1}$	0.0109	5.66
$λ_{2}$	0.0450	5.76
$λ_{3}$	0.9506	113.31

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iShares MSCI Hong Kong ETF MF2-GARCH Volatility Analysis

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News Impact Curve

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