{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5911	5.06***
α ARCH Response to squared shocks	0.2908	6.51***
β GARCH Volatility persistence	0.7080	15.78***

γ₁	-9.5287	-1.00
γ₂	14.8770	0.75
γ₃	20.0071	0.98
γ₄	-60.4661	-2.47**
γ₅	54.7955	2.73***
γ₆	-26.2503	-2.41**
γ₇	6.6867	1.78*
γ₈	0.8067	0.42
γ₉	-0.4995	-0.25
γ₁₀	-0.9439	-0.36

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Liquidity Forecast

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