{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.4221	5.01***
α ARCH Response to squared shocks	0.1956	11.77***
β GARCH Volatility persistence	0.7920	49.72***

γ₁	-1.4308	-5.54***
γ₂	3.0468	6.02***
γ₃	-2.7519	-6.73***
γ₄	2.1737	8.01***

V-Lab

Gcdi Sa Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Gcdi Sa Analyses