{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4671	5.00***
α ARCH Response to squared shocks	0.1168	12.75***
β GARCH Volatility persistence	0.8619	81.61***

γ₁	-0.0138	-0.32
γ₂	-0.1228	-1.90*
γ₃	0.2611	5.71***
γ₄	-0.2575	-6.08***
γ₅	0.2332	5.39***
γ₆	-0.1162	-2.62***
γ₇	0.0068	0.11

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Nichiwa Sangyo Co Ltd Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

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