{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3491	0.01
α ARCH Response to squared shocks	0.3326	0.00
β GARCH Volatility persistence	0.6674	0.00

γ₁	22.8167	0.00
γ₂	-60.0759	0.00
γ₃	56.3110	0.14
γ₄	-25.2647	-0.02
γ₅	19.0379	0.01
γ₆	-28.6790	-0.02
γ₇	28.3230	0.03
γ₈	-24.9568	-0.13
γ₉	26.2080	0.02
γ₁₀	-68.6835	-0.05

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7Road Holdings Ltd Spline ILLIQ Liquidity Analysis

Date Range:

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Parameter Estimates

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