{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	4.22***
α ARCH Response to squared shocks	0.0708	23.47***
β GARCH Volatility persistence	0.9163	684.86***
γ leverage Additional response to negative shocks	0.0258	4.66***

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King Co Ltd Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

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