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{name} Model Equation

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.1076	0.02
β GARCH Volatility persistence	0.8537	0.17
γ leverage Additional response to negative shocks	-0.1076	-0.03
λ₁ tau intercept Baseline long-term coefficient	18.2421

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Trulieve Cannabis Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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