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	param	t-stat
$m$	66
$α$	0.0121	6.98
$β$	0.8424	158.47
$γ$	0.1341	31.09
$λ_{1}$	0.0231	2.93
$λ_{2}$	0.0652	3.95
$λ_{3}$	0.9279	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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