{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.1286	0.90
β GARCH Volatility persistence	0.7549	23.95***
γ leverage Additional response to negative shocks	0.2327	1.03
λ₁ tau intercept Baseline long-term coefficient	2.0455	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.1130	4.15***
λ₃ tau persistence Long-term factor persistence	0.8870	7.24***

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Henderson Smaller Companies Investment Trust PLC/The ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Henderson Smaller Companies Investment Trust PLC/The Analyses