{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4678	2.49**
α ARCH Response to squared shocks	0.2468	7.16***
β GARCH Volatility persistence	0.7210	29.83***

γ₁	-0.0552	-4.01***
γ₂	0.0823	4.10***
γ₃	-0.0444	-2.93***
γ₄	0.0438	1.92*

V-Lab

Carlsberg Brewery Malaysia Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Carlsberg Brewery Malaysia Analyses