{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7326	7.11***
α ARCH Response to squared shocks	0.1216	6.25***
β GARCH Volatility persistence	0.7771	21.55***

γ₁	-0.2880	-3.69***
γ₂	0.2482	1.94*
γ₃	0.2040	1.91*
γ₄	-0.3909	-4.56***
γ₅	0.4253	5.09***

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IGB Reit Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

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