{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.1371	1.66*
β GARCH Volatility persistence	0.8753	232.85***
γ leverage Additional response to negative shocks	-0.1371	-0.94
λ₁ tau intercept Baseline long-term coefficient	10.0000	4.43***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.04
λ₃ tau persistence Long-term factor persistence	0.9913	310.27***

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Al Meera Consumer Goods Co ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

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