{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0064	4.16***
α ARCH Response to squared shocks	0.0087	2.20**
β GARCH Volatility persistence	0.9529	321.59***
γ leverage Additional response to negative shocks	0.0695	17.65***

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DB Insurance Co Ltd Asymmetric ILLIQ Liquidity Analysis

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