{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7492	6.34***
α ARCH Response to squared shocks	0.1939	5.10***
β GARCH Volatility persistence	0.7613	16.41***

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Aurelius Technologies Berhad Spline ILLIQ Liquidity Analysis

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