{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9804	2.22**
α ARCH Response to squared shocks	0.1473	4.17***
β GARCH Volatility persistence	0.8281	30.66***

γ₁	-0.3729	-6.44***
γ₂	0.4863	5.36***
γ₃	-0.1038	-1.64
γ₄	0.0118	0.22
γ₅	-0.0765	-1.07

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Henderson Smaller Companies Investment Trust PLC/The Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Henderson Smaller Companies Investment Trust PLC/The Analyses