{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7132	1.26
α ARCH Response to squared shocks	0.1197	0.17
β GARCH Volatility persistence	0.8803	1.24

γ₁	-0.1112	-0.03
γ₂	-0.0058	0.00
γ₃	0.2659	0.84
γ₄	-0.2297	-1.33
γ₅	0.0848	0.94

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Danieli & C. Officine Meccaniche S.p.A. Spline ILLIQ Liquidity Analysis

Date Range:

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