{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7965	2.94***
α ARCH Response to squared shocks	0.2870	4.67***
β GARCH Volatility persistence	0.0000	0.00

γ₁	-1.9534	-7.05***
γ₂	2.6450	7.18***
γ₃	-0.6621	-3.21***
γ₄	-0.1547	-0.74
γ₅	0.1990	0.78
γ₆	0.7621	1.99**
γ₇	-2.2365	-3.28***
γ₈	1.7747	2.22**
γ₉	0.1269	0.17

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PPHE Hotel Group Limited Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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