{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1201	4.35***
α ARCH Response to squared shocks	0.1875	5.54***
β GARCH Volatility persistence	0.7890	24.93***

γ₁	-1.1919	-3.30***
γ₂	0.5371	0.85
γ₃	2.4463	4.01***
γ₄	-3.1319	-4.75***

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Focus Lighting And Fixtures Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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