{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.4856	2.22**
α ARCH Response to squared shocks	0.7107	5.17***
β GARCH Volatility persistence	0.2750	1.85*

γ₁	8.2208	0.77
γ₂	-27.0768	-1.52
γ₃	36.7525	2.41**
γ₄	-37.9277	-2.61***
γ₅	41.5737	3.67***
γ₆	-40.0970	-4.67***
γ₇	37.2531	3.61***
γ₈	-42.3304	-3.03***
γ₉	66.3238	3.32***

V-Lab

FDH Bank PLC Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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