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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5265	8.42***
α ARCH Response to squared shocks	0.2166	4.63***
β GARCH Volatility persistence	0.4267	12.76***
γ leverage Additional response to negative shocks	0.3555	2.97***

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Hongxing Coldchain Hunan Co Ltd GJR-GARCH Volatility Analysis

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