{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.1838	1.08
β GARCH Volatility persistence	0.7321	52.23***
γ leverage Additional response to negative shocks	0.1675	0.53
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.04
λ₂ forecast adj. Forecast performance sensitivity	0.2220	3.65***
λ₃ tau persistence Long-term factor persistence	0.7780	4.51***

V-Lab

Sinpas Gayrimenkul Yatirim Ortakligi AS ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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