{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	51
α ARCH Response to squared shocks	0.2377	0.00
β GARCH Volatility persistence	0.6965	0.58
γ leverage Additional response to negative shocks	-0.2377	0.00
λ₁ tau intercept Baseline long-term coefficient	0.4670	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.4072	0.00
λ₃ tau persistence Long-term factor persistence	0.5928	0.01

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Sichuan Chuantou Energy Co Ltd ILLIQ-MFMEM Liquidity Analysis

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