{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.0534	0.91
α ARCH Response to squared shocks	0.9931	64.08***
β GARCH Volatility persistence	0.0000	0.00

γ₁	-0.0688	-0.28
γ₂	-0.0633	-0.18
γ₃	0.2446	0.56
γ₄	0.0931	0.20
γ₅	0.0631	0.14
γ₆	-2.2510	-2.11**

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Acorn Capital Investment Fund Limited Spline ILLIQ Liquidity Analysis

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