{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3636	2.33**
α ARCH Response to squared shocks	0.1067	1.73*
β GARCH Volatility persistence	0.8933	14.50***

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Americanas S A Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Americanas S A Analyses