{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.1734	0.02
β GARCH Volatility persistence	0.4788	0.51
γ leverage Additional response to negative shocks	-0.1734	-0.01
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9958	0.92

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Reskill Corp ILLIQ-MFMEM Liquidity Analysis

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