{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9156	4.34***
α ARCH Response to squared shocks	0.0633	0.52
β GARCH Volatility persistence	0.9367	7.67***

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JPMorgan Japanese Investment Trust plc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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