{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1106	7.29***
α ARCH Response to squared shocks	0.1193	16.12***
β GARCH Volatility persistence	0.8801	118.40***

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Net Insight AB Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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