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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.1071	10.73***
β GARCH Volatility persistence	0.8687	64.30***
γ leverage Additional response to negative shocks	0.0076	0.31
λ₁ tau intercept Baseline long-term coefficient	120.9015

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MindForge Inc MF2-GARCH Volatility Analysis

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