{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0726	4.55***
α ARCH Response to squared shocks	0.0163	11.82***
β GARCH Volatility persistence	0.9665	959.77***
γ leverage Additional response to negative shocks	0.0338	14.55***

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British Land Co PLC/The Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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