{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.1094	0.01
β GARCH Volatility persistence	0.7688	1.30
γ leverage Additional response to negative shocks	-0.1094	-0.01
λ₁ tau intercept Baseline long-term coefficient	6.3880	0.01
λ₂ forecast adj. Forecast performance sensitivity	0.1491	0.01
λ₃ tau persistence Long-term factor persistence	0.8509	0.30

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Fuji Ps Corp ILLIQ-MFMEM Liquidity Analysis

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