{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2923	2.35**
α ARCH Response to squared shocks	0.2461	1.99**
β GARCH Volatility persistence	0.7538	6.08***

γ₁	0.0157	0.02
γ₂	0.5054	0.55
γ₃	-1.9754	-3.83***
γ₄	2.7115	1.76*
γ₅	-1.7220	-1.10
γ₆	0.6402	0.81
γ₇	-0.2456	-0.76
γ₈	0.0221	0.08

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Guangzhou Baiyunshan Pharmaceutical Holdings Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

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