{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1961	3.11***
α ARCH Response to squared shocks	0.1753	10.49***
β GARCH Volatility persistence	0.8230	60.60***

γ₁	0.1240	0.42
γ₂	-0.2680	-0.82
γ₃	0.1138	0.87
γ₄	0.2016	1.36
γ₅	-0.4326	-1.89*
γ₆	0.4228	1.60
γ₇	-0.2020	-0.98
γ₈	0.0803	0.48
γ₉	-0.1029	-0.70
γ₁₀	0.1614	1.14

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Hong Leong Financial Group Bhd Spline ILLIQ Liquidity Analysis

Date Range:

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