{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.0059	3.26***
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	-0.0059	-0.03
λ₁ tau intercept Baseline long-term coefficient	7,284,592.0000

V-Lab

Sohar International Bank SAOG ILLIQ-MFMEM Liquidity Analysis

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