{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9242	4.90***
α ARCH Response to squared shocks	0.1892	11.14***
β GARCH Volatility persistence	0.8075	46.73***

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Dito Cme Holdings Corp Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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