{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2206	5.55***
α ARCH Response to squared shocks	0.1946	12.39***
β GARCH Volatility persistence	0.7932	50.82***

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Zahrat Al Waha For Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Zahrat Al Waha For Analyses