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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.0990	1.88*
β GARCH Volatility persistence	0.3131	4.27***
γ leverage Additional response to negative shocks	0.0442	0.74
λ₁ tau intercept Baseline long-term coefficient	311.9841

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Inlif Ltd MF2-GARCH Volatility Analysis

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