{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5585	6.93***
α ARCH Response to squared shocks	0.1283	5.44***
β GARCH Volatility persistence	0.8104	26.64***

γ₁	-0.3631	-8.34***
γ₂	0.4660	7.44***
γ₃	-0.1014	-3.15***
γ₄	-0.0075	-0.29
γ₅	0.0019	0.04

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MFF Capital Investments Ltd Spline ILLIQ Liquidity Analysis

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