{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0855	3.10***
β GARCH Volatility persistence	0.9089	256.82***
γ leverage Additional response to negative shocks	-0.0855	-4.60***
λ₁ tau intercept Baseline long-term coefficient	3.5813	99.03***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9954	222.10***

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IBEX Holdings Ltd ILLIQ-MFMEM Liquidity Analysis

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