{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.3258	1.33
β GARCH Volatility persistence	0.6969	85.62***
γ leverage Additional response to negative shocks	-0.3258	-0.77
λ₁ tau intercept Baseline long-term coefficient	10.0000	3.34***
λ₂ forecast adj. Forecast performance sensitivity	0.0147	4.66***
λ₃ tau persistence Long-term factor persistence	0.9683	68.02***

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Le Merite Exports Limited ILLIQ-MFMEM Liquidity Analysis

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