{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7324	1.76*
α ARCH Response to squared shocks	0.1309	17.45***
β GARCH Volatility persistence	0.8660	101.94***

γ₁	-0.0129	-0.93
γ₂	0.0583	2.10**
γ₃	-0.0976	-3.47***

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Future Generation Australia Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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