{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9696	5.28***
α ARCH Response to squared shocks	0.1135	5.15***
β GARCH Volatility persistence	0.8778	38.45***

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Nuveen Churchill DI LEN Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Nuveen Churchill DI LEN Corp Analyses