{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	4.25***
α ARCH Response to squared shocks	0.0455	18.63***
β GARCH Volatility persistence	0.9450	670.70***
γ leverage Additional response to negative shocks	0.0175	4.16***

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Shaftesbury Capital PLC Asymmetric ILLIQ Liquidity Analysis

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