{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.00
α ARCH Response to squared shocks	0.0152	2.78***
β GARCH Volatility persistence	0.9725	210.50***
γ leverage Additional response to negative shocks	0.0245	1.75*

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Excelsior Capital Ltd Asymmetric ILLIQ Liquidity Analysis

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