{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0816	9.28***
β GARCH Volatility persistence	0.9196	836.03***
γ leverage Additional response to negative shocks	-0.0816	-1.94*
λ₁ tau intercept Baseline long-term coefficient	0.0022	13.88***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.25
λ₃ tau persistence Long-term factor persistence	0.9975

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Applied Materials Inc ILLIQ-MFMEM Liquidity Analysis

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