{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	3.09***
α ARCH Response to squared shocks	0.0694	12.27***
β GARCH Volatility persistence	0.8473	304.12***
γ leverage Additional response to negative shocks	0.1579	16.87***

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Zahrat Al Waha For Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Zahrat Al Waha For Analyses