{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0955	5.68***
α ARCH Response to squared shocks	0.1102	11.72***
β GARCH Volatility persistence	0.8881	99.01***

γ₁	0.2246	0.79
γ₂	-0.7717	-2.02**
γ₃	1.1512	5.37***
γ₄	-1.0363	-4.14***
γ₅	0.5567	2.67***
γ₆	-0.1573	-1.07
γ₇	0.1724	0.94
γ₈	-0.1208	-0.60
γ₉	-0.3710	-1.47

V-Lab

Placo Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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