{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9847	5.79***
α ARCH Response to squared shocks	0.2175	19.44***
β GARCH Volatility persistence	0.7819	69.87***

γ₁	-0.0579	-5.69***
γ₂	0.1203	7.35***

V-Lab

Dawn Corp Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Dawn Corp Analyses