{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0513	3.53***
α ARCH Response to squared shocks	0.1412	14.29***
β GARCH Volatility persistence	0.8555	81.68***

γ₁	-0.0568	-5.93***
γ₂	0.0682	4.67***
γ₃	0.0100	0.74

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Dkk Toa Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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