{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2813	3.66***
α ARCH Response to squared shocks	0.1915	9.65***
β GARCH Volatility persistence	0.8082	41.15***

γ₁	0.6074	1.09
γ₂	-2.0192	-2.53**
γ₃	2.5436	4.02***
γ₄	-3.5405	-2.83***
γ₅	5.5675	2.20**
γ₆	-3.7649	-1.50
γ₇	1.0554	0.53
γ₈	-2.5956	-2.44**
γ₉	4.3463	3.88***
γ₁₀	-3.8676	-3.70***

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Asian Hotels (North) Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

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