{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8880	0.08
α ARCH Response to squared shocks	0.1527	0.00
β GARCH Volatility persistence	0.8473	0.02

γ₁	-0.2395	0.00
γ₂	0.0260	0.00
γ₃	0.5339	0.01
γ₄	-0.5961	-0.03
γ₅	0.5073	0.67
γ₆	-0.4054	-0.06

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Nippon Shindo Co Ltd Spline ILLIQ Liquidity Analysis

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