{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1750	4.89***
α ARCH Response to squared shocks	0.2137	16.44***
β GARCH Volatility persistence	0.7740	63.22***

γ₁	0.2533	4.99***
γ₂	-0.7366	-7.58***
γ₃	0.9649	8.94***
γ₄	-0.6347	-6.46***
γ₅	-0.0905	-0.87

V-Lab

Japan Reliance Service Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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