{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4162	1.69*
α ARCH Response to squared shocks	0.3228	5.85***
β GARCH Volatility persistence	0.6764	12.22***

γ₁	-1.1565	-1.99**
γ₂	1.3741	1.75*
γ₃	-0.4838	-0.96
γ₄	1.0550	2.54**
γ₅	-0.7327	-2.00**
γ₆	-0.9128	-1.28
γ₇	0.4425	0.44
γ₈	2.1803	2.40**
γ₉	-8.4111	-3.02***
γ₁₀	19.9069	2.51**

V-Lab

Sohar International Bank SAOG Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

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