{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6120	7.05***
α ARCH Response to squared shocks	0.1168	8.40***
β GARCH Volatility persistence	0.8586	54.92***

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Kawasaki Geological Engr Co Spline ILLIQ Liquidity Analysis

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