{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.1256	79.30***
β GARCH Volatility persistence	0.8747	600.35***
γ leverage Additional response to negative shocks	-0.0041	-3.75***
λ₁ tau intercept Baseline long-term coefficient	45,779.8300

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Orion Group Holdings Inc ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

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