{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.24
α ARCH Response to squared shocks	0.0459	15.77***
β GARCH Volatility persistence	0.9434	641.34***
γ leverage Additional response to negative shocks	0.0214	4.92***

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JPMorgan Japanese Investment Trust plc Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

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