{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2237	4.82***
α ARCH Response to squared shocks	0.1017	4.78***
β GARCH Volatility persistence	0.8684	33.76***

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CWD Limited Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other CWD Limited Analyses