{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0282	5.00***
α ARCH Response to squared shocks	0.0213	21.40***
β GARCH Volatility persistence	0.9599	1,251.44***
γ leverage Additional response to negative shocks	0.0371	22.06***

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Merck & Co Inc Asymmetric ILLIQ Liquidity Analysis

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