{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0878	1.19
β GARCH Volatility persistence	0.8318	16.72***
γ leverage Additional response to negative shocks	-0.0878	-0.45
λ₁ tau intercept Baseline long-term coefficient	0.0708	3.49***
λ₂ forecast adj. Forecast performance sensitivity	0.1013	2.56**
λ₃ tau persistence Long-term factor persistence	0.8970	7.43***

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Boston Scientific Corp ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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