{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6317	5.00***
α ARCH Response to squared shocks	0.1287	2.48**
β GARCH Volatility persistence	0.7847	10.78***

γ₁	-9.7858	-7.23***
γ₂	19.2767	6.53***

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GFI Co Ltd/Korea Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other GFI Co Ltd/Korea Analyses