{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0523	1.28
β GARCH Volatility persistence	0.9042	20.54***
γ leverage Additional response to negative shocks	-0.0523	-0.42
λ₁ tau intercept Baseline long-term coefficient	0.0119	3.18***
λ₂ forecast adj. Forecast performance sensitivity	0.0295	2.07**
λ₃ tau persistence Long-term factor persistence	0.9696	27.24***

V-Lab

Abbott Laboratories ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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