{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1231	11.32***
α ARCH Response to squared shocks	0.0416	17.93***
β GARCH Volatility persistence	0.9319	620.05***
γ leverage Additional response to negative shocks	0.0409	7.98***

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Hakuhodo Dy Hldgs Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

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