2 ways to download Twitter data for research - Download your Twitter archive and use a third-party tool such as Trackmyhashtag.
1. Go to your Account settings by clicking on the more icon in the navigation bar, and selecting Your account from the menu. Click on Download an archive of your data. Enter your password under Download an archive of your data, then click Confirm.
2. Use Trackmyhashtag, which is an AI-based Twitter analytics tool that can fetch Twitter data for any time period since 2006. You need to simply go to the website and click on historical data. Scroll down and fill out the Request form with your required details. Within an hour, you'll receive your sample data and the pricing associated with it. Yes, it charges a small amount for providing Twitter data.
I hope you'll find my answer helpful!