{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.1863	34.95***
β GARCH Volatility persistence	0.7995	228.76***
γ leverage Additional response to negative shocks	0.0156	2.43**
λ₁ tau intercept Baseline long-term coefficient	78,528.6500

V-Lab

Mekdam Holding Group W.L.L ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Mekdam Holding Group W.L.L Analyses