{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0354	5.91***
α ARCH Response to squared shocks	0.1557	10.69***
β GARCH Volatility persistence	0.8428	57.88***

γ₁	-0.0689	-5.41***
γ₂	0.1167	4.85***

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Odk Solutions Co Ltd Spline ILLIQ Liquidity Analysis

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