{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5333	10.67***
α ARCH Response to squared shocks	0.1094	7.82***
β GARCH Volatility persistence	0.8559	45.29***

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Troax Group AB Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Troax Group AB Analyses