{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6056	0.58
α ARCH Response to squared shocks	0.0373	0.01
β GARCH Volatility persistence	0.9627	0.35

γ₁	-0.0407	0.00
γ₂	0.0495	0.00

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Big Yellow Group PLC Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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