{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8686	5.55***
α ARCH Response to squared shocks	0.1636	11.59***
β GARCH Volatility persistence	0.8363	59.53***

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Yamashin-Filter Corp Spline ILLIQ Liquidity Analysis

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