{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6357	5.02***
α ARCH Response to squared shocks	0.1296	2.47**
β GARCH Volatility persistence	0.7826	10.67***

γ₁	-9.9436	-7.16***
γ₂	19.1753	6.37***

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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