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{name} Model Equation

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.2931	8.78***
β GARCH Volatility persistence	0.6301	25.15***
γ leverage Additional response to negative shocks	-0.0418	-0.87
λ₁ tau intercept Baseline long-term coefficient	102.9359

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Society Pass Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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