{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.68*
α ARCH Response to squared shocks	0.1206	14.90***
β GARCH Volatility persistence	0.8410	207.54***
γ leverage Additional response to negative shocks	0.0769	4.54***

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Red Star Macalline Group Corp Ltd Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

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