{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0663	7.14***
β GARCH Volatility persistence	0.9308	397.10***
γ leverage Additional response to negative shocks	-0.0663	-3.60***
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9991	1,233.50***

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Cairo Pharmaceuticals & Chemical Industries ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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