{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.1163	0.25
β GARCH Volatility persistence	0.8492	26.76***
γ leverage Additional response to negative shocks	-0.1163	-0.12
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.40
λ₂ forecast adj. Forecast performance sensitivity	0.0538	0.41
λ₃ tau persistence Long-term factor persistence	0.9455	11.80***

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Kudo Corp ILLIQ-MFMEM Liquidity Analysis

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Liquidity Forecast

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