{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.1038	1.86*
β GARCH Volatility persistence	0.8392	41.47***
γ leverage Additional response to negative shocks	-0.1038	-0.79
λ₁ tau intercept Baseline long-term coefficient	0.6165	6.66***
λ₂ forecast adj. Forecast performance sensitivity	0.0320	3.43***
λ₃ tau persistence Long-term factor persistence	0.9672	102.28***

V-Lab

Gecina SA ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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