{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0747	19.56***
β GARCH Volatility persistence	0.9191	699.45***
γ leverage Additional response to negative shocks	-0.0747	-7.97***
λ₁ tau intercept Baseline long-term coefficient	0.0029	968.00***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.02
λ₃ tau persistence Long-term factor persistence	0.9992	2,153.46***

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Ford Motor Co ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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