{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8368	2.96***
α ARCH Response to squared shocks	0.2086	9.71***
β GARCH Volatility persistence	0.7858	39.44***

γ₁	-0.0337	-1.53
γ₂	0.1081	3.17***
γ₃	-0.0974	-4.39***
γ₄	0.0081	0.34

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Prosafe Se Spline ILLIQ Liquidity Analysis

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Liquidity Forecast

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