{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.2008	0.86
β GARCH Volatility persistence	0.7735	31.10***
γ leverage Additional response to negative shocks	-0.1508	-0.31
λ₁ tau intercept Baseline long-term coefficient	10.0000	7.04***
λ₂ forecast adj. Forecast performance sensitivity	0.0631	4.40***
λ₃ tau persistence Long-term factor persistence	0.9369	16.13***

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Hong Leong Financial Group Bhd ILLIQ-MFMEM Liquidity Analysis

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