{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.90
α ARCH Response to squared shocks	0.0320	6.57***
β GARCH Volatility persistence	0.9301	345.12***
γ leverage Additional response to negative shocks	0.0757	6.69***

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Fugro Nv Asymmetric ILLIQ Liquidity Analysis

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