{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8866	7.74***
α ARCH Response to squared shocks	0.2223	3.23***
β GARCH Volatility persistence	0.4567	2.80***

γ₁	-5.3339	-6.74***
γ₂	8.2437	6.35***
γ₃	-5.8758	-3.91***

V-Lab

Sheetal Universal Limited Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Sheetal Universal Limited Analyses