{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	4.48***
α ARCH Response to squared shocks	0.0943	23.81***
β GARCH Volatility persistence	0.8870	478.41***
γ leverage Additional response to negative shocks	0.0374	5.36***

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Takamatsu Machinery Co Ltd Asymmetric ILLIQ Liquidity Analysis

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