{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.2132	0.08
β GARCH Volatility persistence	0.8166	201.59***
γ leverage Additional response to negative shocks	-0.2132	-0.04
λ₁ tau intercept Baseline long-term coefficient	0.0008	0.08
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.06
λ₃ tau persistence Long-term factor persistence	0.3570	0.84

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Nippon Rad Inc ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

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