{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.2988	28.11***
β GARCH Volatility persistence	0.7763	133.64***
γ leverage Additional response to negative shocks	-0.1517	-11.66***
λ₁ tau intercept Baseline long-term coefficient	14,993,590.0000

V-Lab

Semilux International Ltd -Redh ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Semilux International Ltd -Redh Analyses