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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	167.5574	5.74***
α ARCH Response to squared shocks	0.1753	158.93***
β GARCH Volatility persistence	0.9990	5,708.57***
ν DF Student-t tail thickness	2.8829	429.97***

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Aqylon Nexus Ltd GAS-GARCH Student T Volatility Analysis

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