{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5763	6.25***
α ARCH Response to squared shocks	0.1206	12.12***
β GARCH Volatility persistence	0.8552	71.63***

γ₁	-0.1737	-5.65***
γ₂	0.3209	6.71***
γ₃	-0.2879	-8.34***
γ₄	0.2354	7.28***
γ₅	-0.1147	-3.91***
γ₆	0.0876	2.12**

V-Lab

King Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other King Co Ltd Analyses