{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8111	4.35***
α ARCH Response to squared shocks	0.1209	14.71***
β GARCH Volatility persistence	0.8593	89.25***

γ₁	-0.4989	-9.96***
γ₂	0.8740	11.62***
γ₃	-0.4940	-10.10***
γ₄	0.1966	4.61***
γ₅	-0.0853	-1.95*
γ₆	-0.0136	-0.22

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ICADE Spline ILLIQ Liquidity Analysis

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