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Param	Value	t-stat
ωconst	1.2248	9.07***
αARCH	0.0675	14.35***
βGARCH	0.9325	198.54***

γ₁	0.0105	0.57
γ₂	-0.0134	-0.37

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2248	9.07***
α ARCH Response to squared shocks	0.0675	14.35***
β GARCH Volatility persistence	0.9325	198.54***

γ₁	0.0105	0.57
γ₂	-0.0134	-0.37

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Ralph Lauren Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

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