{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	51
α ARCH Response to squared shocks	0.0652	1.76*
β GARCH Volatility persistence	0.8789	298.93***
γ leverage Additional response to negative shocks	-0.0090	-0.11
λ₁ tau intercept Baseline long-term coefficient	0.0897	6.19***
λ₂ forecast adj. Forecast performance sensitivity	0.4037	16.58***
λ₃ tau persistence Long-term factor persistence	0.5922	2.14**

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Boeing Co/The ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Boeing Co/The Analyses