{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9294	2.98***
α ARCH Response to squared shocks	0.0538	9.77***
β GARCH Volatility persistence	0.9435	143.15***

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NSI NV Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

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