{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.0520	3.23***
α ARCH Response to squared shocks	0.0194	2.44**
β GARCH Volatility persistence	0.9562	42.62***

γ₁	0.0691	0.74
γ₂	-0.2466	-2.03**
γ₃	0.4371	5.98***
γ₄	-0.4168	-8.39***
γ₅	0.2000	5.72***
γ₆	-0.0496	-1.64
γ₇	0.0603	2.06**
γ₈	-0.0383	-1.31
γ₉	-0.1431	-3.33***

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Derwent London PLC Spline ILLIQ Liquidity Analysis

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