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	param	t-stat
$m$	66
$α$	0.0125	7.21
$β$	0.8418	157.32
$γ$	0.1336	30.89
$λ_{1}$	0.0231	2.93
$λ_{2}$	0.0653	3.96
$λ_{3}$	0.9278	49.28

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Home Depot Inc/The MF2-GARCH Volatility Analysis

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News Impact Curve

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