{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0243	4.46***
α ARCH Response to squared shocks	0.0204	19.81***
β GARCH Volatility persistence	0.9550	1,211.98***
γ leverage Additional response to negative shocks	0.0482	26.52***

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Walt Disney Co/The Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Walt Disney Co/The Analyses