{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.2127	0.74
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	-0.2127	-0.40
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.14
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9919	5.30***

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Chongqing Zhixin Industrial Co Ltd ILLIQ-MFMEM Liquidity Analysis

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