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	param	t-stat
$m$	66
$α$	0.0365	7.58
$β$	0.6201	28.22
$γ$	0.2065	16.12
$λ_{1}$	0.0502	0.70
$λ_{2}$	0.0367	0.84
$λ_{3}$	0.9395	12.39

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Verisk Analytics Inc MF2-GARCH Volatility Analysis

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