{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0278	4.77***
α ARCH Response to squared shocks	0.1523	14.01***
β GARCH Volatility persistence	0.8427	75.84***

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Ellington Credit Co Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

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