{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	0.0852	4.08***
β GARCH Volatility persistence	0.8811	56.34***
γ leverage Additional response to negative shocks	-0.0852	-5.70***
λ₁ tau intercept Baseline long-term coefficient	7.0669	19.02***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9938	259.94***

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Fugro Nv ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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