{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.1669	0.95
β GARCH Volatility persistence	0.8139	189.68***
γ leverage Additional response to negative shocks	0.0258	0.07
λ₁ tau intercept Baseline long-term coefficient	10.0000	1.08
λ₂ forecast adj. Forecast performance sensitivity	0.0145	1.37
λ₃ tau persistence Long-term factor persistence	0.9855	241.84***

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Sinops Inc ILLIQ-MFMEM Liquidity Analysis

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