{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.0526	8.16***
β GARCH Volatility persistence	0.9287	259.78***
γ leverage Additional response to negative shocks	-0.0512	-8.69***
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9994	817.83***

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Murphy USA Inc ILLIQ-MFMEM Liquidity Analysis

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