{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3853	1.82*
α ARCH Response to squared shocks	0.0765	2.84***
β GARCH Volatility persistence	0.8516	13.47***

γ₁	2.3379	0.89
γ₂	-5.1283	-1.28
γ₃	5.1936	2.11**
γ₄	-4.5931	-2.27**
γ₅	4.7200	1.72*
γ₆	-3.9744	-1.60
γ₇	1.9090	1.14
γ₈	1.1740	0.69
γ₉	-4.0017	-1.84*
γ₁₀	4.2810	1.24

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Katana Capital Ltd/Fund Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Katana Capital Ltd/Fund Analyses