{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.3386	3.97***
α ARCH Response to squared shocks	0.0236	11.02***
β GARCH Volatility persistence	0.9392	836.31***
γ leverage Additional response to negative shocks	0.0744	13.53***

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Barratt Redrow PLC Asymmetric ILLIQ Liquidity Analysis

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