{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4054	4.27***
α ARCH Response to squared shocks	0.1132	2.13**
β GARCH Volatility persistence	0.0000	0.00

γ₁	-1.0858	-1.73*
γ₂	1.5059	1.62
γ₃	-0.8134	-1.36
γ₄	0.8167	1.62
γ₅	-1.4297	-2.61***
γ₆	3.2773	3.97***
γ₇	-4.1279	-3.98***
γ₈	1.4284	1.67*
γ₉	2.3792	2.03**

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Sandon Capital Investments Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

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