{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5877	1.98**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9551	13.36***

γ₁	-6.8433	-0.93
γ₂	8.0418	0.74
γ₃	-7.7201	-1.05
γ₄	15.4671	2.58***
γ₅	-11.5443	-2.32**
γ₆	0.3234	0.06
γ₇	14.9687	2.15**
γ₈	-35.6265	-2.27**

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Plural Logistica Fii Classe Un Spline ILLIQ Liquidity Analysis

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