{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.1230	1.86*
β GARCH Volatility persistence	0.8311	71.31***
γ leverage Additional response to negative shocks	-0.1230	-0.84
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0391	3.07***
λ₃ tau persistence Long-term factor persistence	0.9604	96.33***

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Greif Inc ILLIQ-MFMEM Liquidity Analysis

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