{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7792	2.45**
α ARCH Response to squared shocks	0.1579	5.40***
β GARCH Volatility persistence	0.6264	7.62***

γ₁	-37.7064	-5.47***
γ₂	51.7076	5.44***
γ₃	-7.8980	-1.96**
γ₄	-9.0161	-3.92***
γ₅	-0.1549	-0.08
γ₆	8.2536	4.45***
γ₇	-5.5083	-3.12***
γ₈	-0.5775	-0.32
γ₉	1.2402	0.60
γ₁₀	1.3011	0.35

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BTB Korea Co Ltd Spline ILLIQ Liquidity Analysis

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