{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.5013	4.30***
α ARCH Response to squared shocks	0.1278	9.89***
β GARCH Volatility persistence	0.8423	49.47***

γ₁	-0.2410	-5.43***
γ₂	0.4131	5.58***
γ₃	-0.2435	-4.81***
γ₄	0.1367	4.40***
γ₅	-0.0984	-4.82***
γ₆	0.0627	3.56***
γ₇	-0.0901	-3.75***

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DB Insurance Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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