{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5536	4.81***
α ARCH Response to squared shocks	0.1066	11.67***
β GARCH Volatility persistence	0.8740	78.90***

γ₁	-0.3540	-7.75***
γ₂	0.5950	8.46***
γ₃	-0.4638	-7.46***
γ₄	0.3354	4.87***
γ₅	-0.1140	-1.80*
γ₆	-0.0932	-1.06

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Kudo Corp Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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