{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.0590	2.04**
β GARCH Volatility persistence	0.8939	64.96***
γ leverage Additional response to negative shocks	-0.0590	-0.75
λ₁ tau intercept Baseline long-term coefficient	0.0111	6.60***
λ₂ forecast adj. Forecast performance sensitivity	0.0529	3.60***
λ₃ tau persistence Long-term factor persistence	0.9457	22.20***

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PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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