{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5456	0.01
α ARCH Response to squared shocks	0.1952	0.00
β GARCH Volatility persistence	0.8048	0.00

γ₁	12.6346	0.00
γ₂	-49.2554	0.00
γ₃	69.7435	0.00
γ₄	-44.8522	0.00
γ₅	14.6756	0.00
γ₆	-0.4086	0.00
γ₇	-5.8461	0.00
γ₈	2.7387	0.00
γ₉	2.8825	0.00
γ₁₀	-2.6569	0.00

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Tsi Co., Ltd. Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Tsi Co., Ltd. Analyses