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Param	Value	t-stat
ωconst	2.5880	2.34**
αARCH	0.1795	4.39***
βGARCH	0.6782	11.28***

γ₁	-1.7804	-0.90
γ₂	3.6549	1.28
γ₃	-3.4802	-2.42**
γ₄	3.0494	2.70***
γ₅	-3.0645	-2.13**
γ₆	2.9861	2.33**
γ₇	-2.0019	-2.73***
γ₈	0.9126	1.75*
γ₉	-0.4004	-0.60
γ₁₀	0.7277	0.61

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5880	2.34**
α ARCH Response to squared shocks	0.1795	4.39***
β GARCH Volatility persistence	0.6782	11.28***

γ₁	-1.7804	-0.90
γ₂	3.6549	1.28
γ₃	-3.4802	-2.42**
γ₄	3.0494	2.70***
γ₅	-3.0645	-2.13**
γ₆	2.9861	2.33**
γ₇	-2.0019	-2.73***
γ₈	0.9126	1.75*
γ₉	-0.4004	-0.60
γ₁₀	0.7277	0.61

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Bailador Technology Investments Limited Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

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