{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.6097	4.95***
α ARCH Response to squared shocks	0.0496	16.16***
β GARCH Volatility persistence	0.9355	638.12***
γ leverage Additional response to negative shocks	0.0298	4.94***

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Gecina SA Asymmetric ILLIQ Liquidity Analysis

Date Range:

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