{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4436	0.07
α ARCH Response to squared shocks	0.2115	0.00
β GARCH Volatility persistence	0.7885	0.00

γ₁	0.0574	0.00
γ₂	-0.1172	0.00
γ₃	-0.4240	-0.01
γ₄	1.0328	0.01
γ₅	-0.6908	-0.09
γ₆	0.0409	0.00

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Damai Entertainment Holdings Ltd Spline ILLIQ Liquidity Analysis

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