{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2951	8.93***
α ARCH Response to squared shocks	0.0808	10.02***
β GARCH Volatility persistence	0.9019	88.64***

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Mercialys SA Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Mercialys SA Analyses