{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.1490	0.23
β GARCH Volatility persistence	0.7285	17.47***
γ leverage Additional response to negative shocks	-0.1490	-0.11
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.34
λ₂ forecast adj. Forecast performance sensitivity	0.1500	0.33
λ₃ tau persistence Long-term factor persistence	0.8500	4.05***

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King Co Ltd ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other King Co Ltd Analyses