{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	0.1575	1.27
β GARCH Volatility persistence	0.7305	23.25***
γ leverage Additional response to negative shocks	0.2214	1.19
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.17
λ₂ forecast adj. Forecast performance sensitivity	0.2138	2.39**
λ₃ tau persistence Long-term factor persistence	0.7858	3.04***

V-Lab

Oxford Lane Capital Corp. ILLIQ-MFMEM Liquidity Analysis

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