{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6312	5.71***
α ARCH Response to squared shocks	0.1885	13.94***
β GARCH Volatility persistence	0.8105	59.87***

γ₁	0.0969	2.50**
γ₂	-0.1149	-1.94*
γ₃	0.0474	0.97

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Powercom Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

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