{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	0.0552	14.99***
β GARCH Volatility persistence	0.9389	847.35***
γ leverage Additional response to negative shocks	-0.0552	-7.01***
λ₁ tau intercept Baseline long-term coefficient	0.0007	23.68***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.02
λ₃ tau persistence Long-term factor persistence	0.9994	1,643.73***

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Walt Disney Co/The ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Walt Disney Co/The Analyses