{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2015	4.32***
α ARCH Response to squared shocks	0.1033	10.36***
β GARCH Volatility persistence	0.8707	66.27***

γ₁	-0.0962	-3.87***
γ₂	0.1154	3.27***
γ₃	0.0451	2.18**
γ₄	-0.1246	-8.17***
γ₅	0.1084	8.65***
γ₆	-0.0839	-4.60***

V-Lab

Gecina SA Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Gecina SA Analyses