{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8263	4.78***
α ARCH Response to squared shocks	0.2954	0.25
β GARCH Volatility persistence	0.7045	0.59

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Anya Polytech & Fertilizers Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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