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Param	Value	t-stat
ωconst	0.7160	2.34**
αARCH	0.3189	7.26***
βGARCH	0.6349	21.23***

γ₁	1.1626	3.00***
γ₂	-1.1758	-1.89*
γ₃	0.4899	0.83
γ₄	-0.5073	-0.82
γ₅	-0.8818	-1.84*
γ₆	1.7836	4.33***
γ₇	-2.4728	-4.30***
γ₈	3.7082	5.27***
γ₉	-4.4171	-7.14***
γ₁₀	4.1589	4.14***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7160	2.34**
α ARCH Response to squared shocks	0.3189	7.26***
β GARCH Volatility persistence	0.6349	21.23***

γ₁	1.1626	3.00***
γ₂	-1.1758	-1.89*
γ₃	0.4899	0.83
γ₄	-0.5073	-0.82
γ₅	-0.8818	-1.84*
γ₆	1.7836	4.33***
γ₇	-2.4728	-4.30***
γ₈	3.7082	5.27***
γ₉	-4.4171	-7.14***
γ₁₀	4.1589	4.14***

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Itafos Inc Spline ILLIQ Liquidity Analysis

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News Impact Curve

Illiquidity Forecast

Parameter Estimates

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