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Param	Value	t-stat
ωconst	2.5454	2.31**
αARCH	0.1788	4.37***
βGARCH	0.6821	11.45***

γ₁	-1.8607	-0.93
γ₂	3.7795	1.30
γ₃	-3.5438	-2.42**
γ₄	3.0718	2.61***
γ₅	-3.0459	-2.06**
γ₆	2.9033	2.29**
γ₇	-1.8787	-2.66***
γ₈	0.8315	1.60
γ₉	-0.4301	-0.65
γ₁₀	0.9449	0.83

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5454	2.31**
α ARCH Response to squared shocks	0.1788	4.37***
β GARCH Volatility persistence	0.6821	11.45***

γ₁	-1.8607	-0.93
γ₂	3.7795	1.30
γ₃	-3.5438	-2.42**
γ₄	3.0718	2.61***
γ₅	-3.0459	-2.06**
γ₆	2.9033	2.29**
γ₇	-1.8787	-2.66***
γ₈	0.8315	1.60
γ₉	-0.4301	-0.65
γ₁₀	0.9449	0.83

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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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