{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.1237	6.29***
β GARCH Volatility persistence	0.8870	361.47***
γ leverage Additional response to negative shocks	-0.0397	-1.02
λ₁ tau intercept Baseline long-term coefficient	3.0383	26.95***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.02
λ₃ tau persistence Long-term factor persistence	0.9988	1,404.84***

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Akasaka Diesels Ltd ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

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