{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4382	3.93***
α ARCH Response to squared shocks	0.1536	14.89***
β GARCH Volatility persistence	0.8436	84.85***

γ₁	0.0366	0.20
γ₂	-0.3510	-1.51
γ₃	0.6787	6.90***
γ₄	-0.5744	-6.17***
γ₅	0.1454	1.53
γ₆	0.2923	3.01***
γ₇	-0.2532	-2.05**
γ₈	-0.5046	-2.75***

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Bitcoin Japan Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

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