{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.2796	17.53***
β GARCH Volatility persistence	0.8266	195.28***
γ leverage Additional response to negative shocks	-0.2125	-5.74***
λ₁ tau intercept Baseline long-term coefficient	36,312.2000

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Tian Lun Gas Holdings Ltd ILLIQ-MFMEM Liquidity Analysis

Date Range:

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