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	param	t-stat
$m$	71
$α$	0.0333	11.14
$β$	0.8804	221.93
$γ$	0.0915	18.60
$λ_{1}$	0.0084	7.43
$λ_{2}$	0.0168	7.09
$λ_{3}$	0.9790	334.37

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Dow Jones Transportation Average MF2-GARCH Volatility Analysis

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Volatility Forecast

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