{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7043	6.56***
α ARCH Response to squared shocks	0.2072	7.77***
β GARCH Volatility persistence	0.7542	26.08***

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Naqi Water Company Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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