{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	2.55**
α ARCH Response to squared shocks	0.0773	27.17***
β GARCH Volatility persistence	0.9031	601.28***
γ leverage Additional response to negative shocks	0.0392	8.51***

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Suzuyo Shinwart Corp Asymmetric ILLIQ Liquidity Analysis

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