{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0268	0.15
α ARCH Response to squared shocks	0.1407	0.02
β GARCH Volatility persistence	0.8593	0.11

γ₁	0.1593	0.00
γ₂	-0.5070	-0.01
γ₃	0.4798	0.15
γ₄	-0.0661	-0.04
γ₅	-0.1596	-0.11

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Takamatsu Machinery Co Ltd Spline ILLIQ Liquidity Analysis

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