{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1172	9.06***
α ARCH Response to squared shocks	0.0466	27.94***
β GARCH Volatility persistence	0.9317	863.47***
γ leverage Additional response to negative shocks	0.0417	15.84***

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Boston Scientific Corp Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

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