{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0585	4.25***
α ARCH Response to squared shocks	0.1295	17.14***
β GARCH Volatility persistence	0.8703	114.45***

γ₁	-0.3085	-3.77***
γ₂	0.4619	4.32***
γ₃	-0.2887	-6.11***
γ₄	0.2918	5.67***

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Suzuyo Shinwart Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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