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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	8.3939	45.17***
α ARCH Response to squared shocks	0.0336	4.22***
β GARCH Volatility persistence	0.0109	11.00***
γ leverage Additional response to negative shocks	2.6923	2.87***

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Giant Biogene Holding Co AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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