{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4037	2.08**
α ARCH Response to squared shocks	0.2567	7.23***
β GARCH Volatility persistence	0.7226	16.05***

γ₁	4.0381	1.57
γ₂	-5.1620	-1.37
γ₃	1.9473	0.74
γ₄	-2.7712	-1.03
γ₅	9.5408	3.26***
γ₆	-18.3081	-5.13***
γ₇	20.3069	4.35***
γ₈	-33.9209	-3.95***
γ₉	66.4246	5.32***

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ETHK Labs Inc Spline ILLIQ Liquidity Analysis

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