{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.1482	68.56***
β GARCH Volatility persistence	0.8556	409.00***
γ leverage Additional response to negative shocks	-0.0103	-4.65***
λ₁ tau intercept Baseline long-term coefficient	2,470.9690

V-Lab

Abhotel Co Ltd ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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