{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7760	7.09***
α ARCH Response to squared shocks	0.1100	10.02***
β GARCH Volatility persistence	0.8790	90.86***

γ₁	-0.0220	-5.69***
γ₂	0.0416	7.38***
γ₃	-0.0356	-7.26***

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Quanex Building Products Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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