{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	81
α ARCH Response to squared shocks	0.1278	0.16
β GARCH Volatility persistence	0.8277	20.97***
γ leverage Additional response to negative shocks	-0.1278	-0.08
λ₁ tau intercept Baseline long-term coefficient	0.9616	0.33
λ₂ forecast adj. Forecast performance sensitivity	0.0778	0.32
λ₃ tau persistence Long-term factor persistence	0.9222	3.81***

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SAN Miguel Corp ILLIQ-MFMEM Liquidity Analysis

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Liquidity Forecast

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