{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.0883	9.01***
β GARCH Volatility persistence	0.9092	275.52***
γ leverage Additional response to negative shocks	-0.0883	-5.86***
λ₁ tau intercept Baseline long-term coefficient	0.1079	7.64***
λ₂ forecast adj. Forecast performance sensitivity	0.0072	4.95***
λ₃ tau persistence Long-term factor persistence	0.9916	1,301.27***

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Everforth Inc ILLIQ-MFMEM Liquidity Analysis

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