{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5195	5.43***
α ARCH Response to squared shocks	0.0379	14.77***
β GARCH Volatility persistence	0.9489	635.99***
γ leverage Additional response to negative shocks	0.0245	5.10***

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Murphy USA Inc Asymmetric ILLIQ Liquidity Analysis

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