{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2425	5.66***
α ARCH Response to squared shocks	0.1449	7.20***
β GARCH Volatility persistence	0.8240	40.45***

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PM Capital Global Opportunities Fund Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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