{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.2570	3.73***
β GARCH Volatility persistence	0.7973	161.20***
γ leverage Additional response to negative shocks	-0.2570	-5.56***
λ₁ tau intercept Baseline long-term coefficient	0.0101	5.48***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.04
λ₃ tau persistence Long-term factor persistence	0.9925	1,318.06***

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Tongda Group Holdings Ltd ILLIQ-MFMEM Liquidity Analysis

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