{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9842	5.53***
α ARCH Response to squared shocks	0.1107	8.62***
β GARCH Volatility persistence	0.8653	66.86***

γ₁	-0.2766	-3.71***
γ₂	0.3546	3.11***
γ₃	-0.1392	-2.09**
γ₄	0.1963	4.12***
γ₅	-0.2820	-5.03***

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Edinburgh Worldwide Investment Trust PLC Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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