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	param	t-stat
$m$	61
$α$	0.0426	15.86
$β$	0.8080	90.23
$γ$	0.0807	14.48
$λ_{1}$	0.0100	1.60
$λ_{2}$	0.0232	2.52
$λ_{3}$	0.9735	87.77

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Northrop Grumman Corp MF2-GARCH Volatility Analysis

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News Impact Curve

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