{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6416	8.42***
α ARCH Response to squared shocks	0.1144	14.46***
β GARCH Volatility persistence	0.8771	102.39***

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Immobiliare Grande Distribuzione SIIQ SpA Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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