{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7999	6.14***
α ARCH Response to squared shocks	0.1545	11.22***
β GARCH Volatility persistence	0.8347	60.08***

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Nilorngruppen Ab Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Nilorngruppen Ab Analyses