{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8140	0.04
α ARCH Response to squared shocks	0.1389	0.00
β GARCH Volatility persistence	0.8611	0.03

γ₁	-0.4794	0.00
γ₂	0.8413	0.00
γ₃	-0.6475	0.00

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Daewon Sanup Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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