{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.1540	0.14
β GARCH Volatility persistence	0.5765	4.00***
γ leverage Additional response to negative shocks	-0.0422	-0.02
λ₁ tau intercept Baseline long-term coefficient	0.7920	0.12
λ₂ forecast adj. Forecast performance sensitivity	1.0000	0.13
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

V-Lab

Emlak Konut Gayrimenkul Yatirim Ortakligi AS ILLIQ-MFMEM Liquidity Analysis

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