{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	2.27**
α ARCH Response to squared shocks	0.0564	22.38***
β GARCH Volatility persistence	0.9191	643.21***
γ leverage Additional response to negative shocks	0.0488	10.80***

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Nichiwa Sangyo Co Ltd Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

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