{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	4.30***
α ARCH Response to squared shocks	0.1560	12.26***
β GARCH Volatility persistence	0.8439	66.26***

γ₁	-0.9158	-5.91***
γ₂	1.2959	6.66***
γ₃	-0.5887	-7.33***
γ₄	0.3970	4.74***
γ₅	-0.3525	-4.01***
γ₆	0.2388	2.43**

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Takeda Machinery Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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