{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5501	1.42
α ARCH Response to squared shocks	0.1835	6.67***
β GARCH Volatility persistence	0.8053	23.82***

γ₁	-3.3568	-4.93***
γ₂	5.1563	5.05***
γ₃	-2.8807	-3.95***
γ₄	1.8222	2.11**
γ₅	-2.0527	-2.07**
γ₆	2.7717	2.16**
γ₇	-2.0080	-1.86*
γ₈	0.9818	1.94*
γ₉	-1.3326	-3.83***
γ₁₀	3.0994	6.28***

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Datagroup Se Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Datagroup Se Analyses