{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	3.09***
α ARCH Response to squared shocks	0.1437	12.38***
β GARCH Volatility persistence	0.8387	112.26***
γ leverage Additional response to negative shocks	0.0351	2.87***

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Basilic FLY Studio Limited Asymmetric ILLIQ Liquidity Analysis

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