{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1510	3.17***
β GARCH Volatility persistence	0.7405	20.41***
γ leverage Additional response to negative shocks	-0.1510	-1.97**
λ₁ tau intercept Baseline long-term coefficient	0.8517	0.08
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9980	187.66***

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Chain QUI Development ILLIQ-MFMEM Liquidity Analysis

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Liquidity Forecast

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