{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1723	2.60***
β GARCH Volatility persistence	0.8142	134.14***
γ leverage Additional response to negative shocks	-0.1723	-1.68*
λ₁ tau intercept Baseline long-term coefficient	4.7601	5.40***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9866	283.99***

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Siam Wellness Group ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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