{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.1033	0.16
β GARCH Volatility persistence	0.8013	82.53***
γ leverage Additional response to negative shocks	-0.1033	-0.08
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.55
λ₂ forecast adj. Forecast performance sensitivity	0.5254	0.30
λ₃ tau persistence Long-term factor persistence	0.4746	0.31

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Edinburgh Worldwide Investment Trust PLC ILLIQ-MFMEM Liquidity Analysis

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