{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.1170	1.75*
β GARCH Volatility persistence	0.8255	174.30***
γ leverage Additional response to negative shocks	-0.0165	-0.12
λ₁ tau intercept Baseline long-term coefficient	2.3101	4.78***
λ₂ forecast adj. Forecast performance sensitivity	0.2665	26.95***
λ₃ tau persistence Long-term factor persistence	0.7335	4.84***

V-Lab

Americanas S A ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Americanas S A Analyses