{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1369	0.75
β GARCH Volatility persistence	0.8621	310.20***
γ leverage Additional response to negative shocks	-0.1369	-0.43
λ₁ tau intercept Baseline long-term coefficient	6.6051	3.42***
λ₂ forecast adj. Forecast performance sensitivity	0.0003	0.38
λ₃ tau persistence Long-term factor persistence	0.9908	98.56***

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YA Horng Electronics Co Ltd ILLIQ-MFMEM Liquidity Analysis

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