{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1853	6.56***
α ARCH Response to squared shocks	0.0548	9.30***
β GARCH Volatility persistence	0.9420	156.58***

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Shaftesbury Capital PLC Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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