{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1525	9.88***
β GARCH Volatility persistence	0.8400	225.51***
γ leverage Additional response to negative shocks	-0.0007	-0.03
λ₁ tau intercept Baseline long-term coefficient	10.0000	2.78***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9999	711.16***

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Nilorngruppen Ab ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Nilorngruppen Ab Analyses