{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	116
α ARCH Response to squared shocks	0.1073	7.05***
β GARCH Volatility persistence	0.8944	449.01***
γ leverage Additional response to negative shocks	-0.0755	-2.70***
λ₁ tau intercept Baseline long-term coefficient	0.8795	37.15***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.02
λ₃ tau persistence Long-term factor persistence	0.9989	1,416.82***

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Kanefusa Corp ILLIQ-MFMEM Liquidity Analysis

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