{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7266	4.62***
α ARCH Response to squared shocks	0.2139	10.15***
β GARCH Volatility persistence	0.7089	17.60***

γ₁	-1.0511	-3.94***
γ₂	1.7944	3.44***
γ₃	-1.2253	-2.31**
γ₄	0.8594	2.11**
γ₅	-0.8703	-4.36***
γ₆	0.9212	8.15***
γ₇	-0.5498	-4.37***
γ₈	0.0913	0.47

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Gulf Insurance Group Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

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