{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1957	3.39***
α ARCH Response to squared shocks	0.0769	13.52***
β GARCH Volatility persistence	0.9223	171.65***

γ₁	-0.0587	-1.56
γ₂	0.0968	1.73*
γ₃	-0.0517	-1.69*
γ₄	-0.0015	-0.06

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AES Corp/VA Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

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