{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.9930	2.44**
α ARCH Response to squared shocks	0.1270	9.13***
β GARCH Volatility persistence	0.8269	30.43***

γ₁	0.1390	2.62***
γ₂	-0.1807	-2.62***
γ₃	0.1155	4.37***
γ₄	-0.1529	-6.21***

V-Lab

Altarea SCA Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Altarea SCA Analyses