{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8174	1.90*
α ARCH Response to squared shocks	0.1499	0.26
β GARCH Volatility persistence	0.8500	1.49

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Assembly Biosciences Inc Spline ILLIQ Liquidity Analysis

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