{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1810	5.22***
α ARCH Response to squared shocks	0.1401	15.39***
β GARCH Volatility persistence	0.8562	97.49***

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ACRES Commercial Realty Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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