{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9151	5.15***
α ARCH Response to squared shocks	0.2330	4.56***
β GARCH Volatility persistence	0.6471	9.48***

γ₁	3.4627	2.30**
γ₂	-8.4952	-3.88***
γ₃	3.9354	2.03**
γ₄	7.3627	3.21***
γ₅	-13.5797	-4.40***
γ₆	18.3726	3.52***

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Le Merite Exports Limited Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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