{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.8858	0.04
β GARCH Volatility persistence	0.3636	1.78*
γ leverage Additional response to negative shocks	-0.5000	-0.01
λ₁ tau intercept Baseline long-term coefficient	0.0308	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.3866	0.05
λ₃ tau persistence Long-term factor persistence	0.6134	0.37

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Stakk Ltd ILLIQ-MFMEM Liquidity Analysis

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