{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8495	1.48
α ARCH Response to squared shocks	0.3611	4.30***
β GARCH Volatility persistence	0.6281	6.92***

γ₁	-0.0985	-0.03
γ₂	0.6679	0.13
γ₃	0.8341	0.22
γ₄	-6.9922	-2.54**
γ₅	16.8134	5.11***
γ₆	-24.1112	-6.00***
γ₇	23.8570	6.97***
γ₈	-39.1927	-5.90***

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ECP Emerging Growth Ltd Spline ILLIQ Liquidity Analysis

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