{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	0.1166	8.22***
β GARCH Volatility persistence	0.8989	364.65***
γ leverage Additional response to negative shocks	-0.1166	-7.70***
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.02
λ₃ tau persistence Long-term factor persistence	0.9966	1,472.13***

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Carasso Motors Ltd ILLIQ-MFMEM Liquidity Analysis

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