{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	51
α ARCH Response to squared shocks	0.0631	6.61***
β GARCH Volatility persistence	0.9237	181.65***
γ leverage Additional response to negative shocks	-0.0089	-0.71
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9992	256.60***

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Smo Clinplus Co Ltd ILLIQ-MFMEM Liquidity Analysis

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