{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.3260	0.04
β GARCH Volatility persistence	0.7462	25.40***
γ leverage Additional response to negative shocks	-0.1443	-0.01
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.05
λ₂ forecast adj. Forecast performance sensitivity	0.5880	0.04
λ₃ tau persistence Long-term factor persistence	0.0004	0.04

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Guangzhou Baiyunshan Pharmaceutical Holdings Co Ltd ILLIQ-MFMEM Liquidity Analysis

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