{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0405	6.29***
α ARCH Response to squared shocks	0.0605	2.77***
β GARCH Volatility persistence	0.9232	37.27***

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Millrose Properties Inc Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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