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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.1163	10.12***
β GARCH Volatility persistence	0.8622	57.99***
γ leverage Additional response to negative shocks	-0.0013	-0.05
λ₁ tau intercept Baseline long-term coefficient	117.7641

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MindForge Inc MF2-GARCH Volatility Analysis

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