{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9043	4.99***
α ARCH Response to squared shocks	0.1377	11.04***
β GARCH Volatility persistence	0.8565	69.28***

γ₁	0.3142	1.65*
γ₂	-1.9634	-3.45***
γ₃	3.6302	3.63***
γ₄	-2.1362	-2.19**
γ₅	-0.7912	-0.98
γ₆	1.4633	2.94***
γ₇	-0.4502	-1.86*
γ₈	-0.2689	-1.19
γ₉	0.3251	1.45
γ₁₀	-0.1341	-0.45

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Fenwal Controls Japan Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Fenwal Controls Japan Ltd Analyses