{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5081	2.67***
α ARCH Response to squared shocks	0.1948	1.99**
β GARCH Volatility persistence	0.4699	1.92*

γ₁	0.9071	0.13
γ₂	-7.9015	-0.65
γ₃	14.7675	1.49
γ₄	-17.9783	-1.83*
γ₅	17.8539	2.08**
γ₆	-6.8914	-1.26
γ₇	-0.8715	-0.13

V-Lab

Hedge Recebiveis FII Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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