{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1476	5.44***
α ARCH Response to squared shocks	0.1859	4.63***
β GARCH Volatility persistence	0.8042	18.80***

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Dusit Thani PCL Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Dusit Thani PCL Analyses