{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	38.6180	4.83***
α ARCH Response to squared shocks	0.3033	7.02***
β GARCH Volatility persistence	0.6866	16.08***

γ₁	2.2886	1.69*
γ₂	-21.5456	-2.92***
γ₃	44.6023	3.12***
γ₄	-29.8402	-3.03***
γ₅	8.4924	1.72*
γ₆	-9.8957	-2.08**
γ₇	6.0815	2.43**
γ₈	-1.0413	-1.29
γ₉	1.4100	2.48**
γ₁₀	-1.0923	-1.23

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Nan Liu Enterprise Co Ltd Spline ILLIQ Liquidity Analysis

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