{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7024	6.15***
α ARCH Response to squared shocks	0.1734	3.00***
β GARCH Volatility persistence	0.8264	14.41***

γ₁	-5.0435	-1.45
γ₂	9.3168	1.34
γ₃	-5.8431	-1.19
γ₄	1.4591	0.97
γ₅	0.0554	0.14
γ₆	0.0506	0.17
γ₇	0.1883	0.70
γ₈	-0.5000	-1.42
γ₉	0.7754	1.85*

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YA Horng Electronics Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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