{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.25
α ARCH Response to squared shocks	0.0322	12.22***
β GARCH Volatility persistence	0.9556	471.22***
γ leverage Additional response to negative shocks	0.0243	3.07***

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Cadence Capital Ltd Asymmetric ILLIQ Liquidity Analysis

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