{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8031	4.65***
α ARCH Response to squared shocks	0.0221	9.70***
β GARCH Volatility persistence	0.9526	617.37***
γ leverage Additional response to negative shocks	0.0458	9.84***

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News Corp Asymmetric ILLIQ Liquidity Analysis

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