{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1289	2.61***
β GARCH Volatility persistence	0.8767	334.89***
γ leverage Additional response to negative shocks	-0.1289	-0.35
λ₁ tau intercept Baseline long-term coefficient	10.0000	2.78***
λ₂ forecast adj. Forecast performance sensitivity	0.0001	2.16**
λ₃ tau persistence Long-term factor persistence	0.2062	14.83***

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AGNT Inc ILLIQ-MFMEM Liquidity Analysis

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