{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4441	3.08***
α ARCH Response to squared shocks	0.1189	4.05***
β GARCH Volatility persistence	0.8439	18.76***

γ₁	0.0199	0.15
γ₂	-0.1875	-0.77
γ₃	0.3722	1.02
γ₄	-0.7034	-2.29**
γ₅	1.6743	7.36***
γ₆	-2.4468	-7.39***
γ₇	1.5225	3.46***
γ₈	-0.2686	-0.44

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Grimoldi SA Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Grimoldi SA Analyses