{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5386	3.18***
α ARCH Response to squared shocks	0.1044	12.74***
β GARCH Volatility persistence	0.8912	103.12***

γ₁	-0.2081	-3.26***
γ₂	0.1651	1.76*
γ₃	0.2208	2.48**
γ₄	-0.4038	-3.99***
γ₅	0.4585	3.93***

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Yamadai Corp Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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