{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2942	2.09**
α ARCH Response to squared shocks	0.3040	5.46***
β GARCH Volatility persistence	0.6938	12.56***

γ₁	-2.3064	-3.25***
γ₂	3.6218	3.04***
γ₃	-1.8131	-2.18**
γ₄	0.7226	1.03
γ₅	0.2190	0.28
γ₆	-1.0752	-1.39
γ₇	0.3259	0.44
γ₈	1.0784	2.40**
γ₉	-5.0825	-3.34***
γ₁₀	15.0934	3.44***

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MCR SA Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other MCR SA Analyses