{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9168	1.83*
α ARCH Response to squared shocks	0.0969	5.23***
β GARCH Volatility persistence	0.8006	21.73***

γ₁	0.9139	2.84***
γ₂	-1.2763	-3.05***
γ₃	0.3928	1.45
γ₄	0.1097	0.34
γ₅	-0.4608	-1.34
γ₆	0.5604	1.87*
γ₇	-0.5600	-2.59***
γ₈	0.7242	3.65***
γ₉	-0.5608	-2.78***
γ₁₀	0.2890	1.28

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Grace Kennedy Ltd Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

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