{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6236	4.69***
α ARCH Response to squared shocks	0.0779	10.95***
β GARCH Volatility persistence	0.9038	104.19***

γ₁	-0.3429	-4.21***
γ₂	0.1888	1.35
γ₃	0.5660	4.87***
γ₄	-0.5722	-6.89***
γ₅	0.1514	2.78***
γ₆	0.1038	2.19**
γ₇	-0.1340	-2.63***
γ₈	-0.0223	-0.29

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Covivio Spline ILLIQ Liquidity Analysis

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