{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5948	3.40***
α ARCH Response to squared shocks	0.2979	4.30***
β GARCH Volatility persistence	0.5761	7.19***

γ₁	-0.6026	-1.10
γ₂	-1.0148	-1.22
γ₃	6.7027	7.84***

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Sensyne Health PLC Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Sensyne Health PLC Analyses