{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2608	4.93***
α ARCH Response to squared shocks	0.1011	11.27***
β GARCH Volatility persistence	0.8873	89.67***

γ₁	-0.0448	-3.46***
γ₂	0.0917	4.10***
γ₃	-0.1193	-3.91***

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Nansin Co Ltd Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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