{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.0835	1.54
β GARCH Volatility persistence	0.8308	24.31***
γ leverage Additional response to negative shocks	0.1471	2.92***
λ₁ tau intercept Baseline long-term coefficient	10.0000	2.99***
λ₂ forecast adj. Forecast performance sensitivity	0.0343	5.95***
λ₃ tau persistence Long-term factor persistence	0.9641	50.81***

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British Land Co PLC/The ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other British Land Co PLC/The Analyses