{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9145	1.56
α ARCH Response to squared shocks	0.0931	6.46***
β GARCH Volatility persistence	0.8772	53.78***

γ₁	-0.4603	-0.96
γ₂	0.7965	1.22
γ₃	-0.6035	-1.97**
γ₄	0.2315	1.00
γ₅	0.4424	2.53**
γ₆	-0.6901	-4.45***
γ₇	0.2666	1.20
γ₈	-0.1369	-0.47
γ₉	0.5208	1.74*
γ₁₀	-1.0373	-3.00***

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Cairo Pharmaceuticals & Chemical Industries Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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