{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.1606	2.98***
α ARCH Response to squared shocks	0.2267	6.15***
β GARCH Volatility persistence	0.7628	16.39***

γ₁	-0.9788	-0.19
γ₂	-10.7100	-0.80
γ₃	30.7089	1.62
γ₄	-27.4981	-1.79*
γ₅	9.1326	1.76*
γ₆	-1.7696	-0.78
γ₇	1.7416	0.86
γ₈	-0.2531	-0.17
γ₉	-0.1891	-0.14
γ₁₀	-1.6578	-0.78

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International Carbide Technology Co Spline ILLIQ Liquidity Analysis

Date Range:

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