{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.1195	0.04
β GARCH Volatility persistence	0.7644	3.61***
γ leverage Additional response to negative shocks	-0.1195	-0.02
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.08
λ₂ forecast adj. Forecast performance sensitivity	0.3509	0.07
λ₃ tau persistence Long-term factor persistence	0.6491	0.16

V-Lab

Iba - Ion Beam Applications ILLIQ-MFMEM Liquidity Analysis

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