{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7172	4.61***
α ARCH Response to squared shocks	0.0555	6.04***
β GARCH Volatility persistence	0.9139	52.39***

γ₁	0.1680	1.57
γ₂	-0.6814	-4.32***
γ₃	0.9159	8.72***
γ₄	-0.5899	-4.76***
γ₅	0.1892	1.57
γ₆	0.1194	1.36
γ₇	-0.0218	-0.36
γ₈	-0.2921	-5.48***
γ₉	0.3402	3.97***

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Famous Brands Ltd Spline ILLIQ Liquidity Analysis

Date Range:

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