{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3973	6.14***
α ARCH Response to squared shocks	0.1126	9.39***
β GARCH Volatility persistence	0.8740	69.43***

γ₁	0.0029	0.60
γ₂	-0.0079	-0.88

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Ames National Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Ames National Corp Analyses