{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9839	4.87***
α ARCH Response to squared shocks	0.0921	6.54***
β GARCH Volatility persistence	0.8691	43.57***

γ₁	-0.2359	-4.92***
γ₂	0.3814	5.60***
γ₃	-0.2593	-6.16***
γ₄	0.2024	5.43***
γ₅	-0.1689	-3.53***

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ESR-REIT Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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