{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.2578	18.05***
β GARCH Volatility persistence	0.6929	54.56***
γ leverage Additional response to negative shocks	-0.0752	-6.55***
λ₁ tau intercept Baseline long-term coefficient	2,735.5250

V-Lab

Basilic FLY Studio Limited ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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