{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0444	8.79***
α ARCH Response to squared shocks	0.0260	23.04***
β GARCH Volatility persistence	0.9515	1,128.74***
γ leverage Additional response to negative shocks	0.0439	23.07***

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Home Depot Inc/The Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

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