{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	106
α ARCH Response to squared shocks	0.1004	5.72***
β GARCH Volatility persistence	0.8908	209.40***
γ leverage Additional response to negative shocks	-0.1004	-3.08***
λ₁ tau intercept Baseline long-term coefficient	10.0000	10.25***
λ₂ forecast adj. Forecast performance sensitivity	0.0927	11.01***
λ₃ tau persistence Long-term factor persistence	0.8956	182.81***

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Berry Corp ILLIQ-MFMEM Liquidity Analysis

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