{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.1599	1.30
β GARCH Volatility persistence	0.8541	342.34***
γ leverage Additional response to negative shocks	-0.1589	-0.72
λ₁ tau intercept Baseline long-term coefficient	1.4377	1.76*
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9968	260.47***

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Takeda Machinery Co Ltd ILLIQ-MFMEM Liquidity Analysis

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