{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9104	6.22***
α ARCH Response to squared shocks	0.2213	19.76***
β GARCH Volatility persistence	0.7783	69.33***

γ₁	-1.2279	-4.66***
γ₂	1.9572	5.32***
γ₃	-2.3466	-6.91***
γ₄	3.3487	6.53***
γ₅	-2.4800	-5.37***
γ₆	1.0311	3.15***
γ₇	-0.0465	-0.17
γ₈	-1.0726	-3.37***
γ₉	2.0858	5.14***

V-Lab

Nippon Rad Inc Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Nippon Rad Inc Analyses