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{name} Model Equation

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.5756	0.49
β GARCH Volatility persistence	0.6077	0.71
γ leverage Additional response to negative shocks	-0.5756	-0.61
λ₁ tau intercept Baseline long-term coefficient	28.2726

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Trulieve Cannabis Corp MF2-GARCH Volatility Analysis

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