{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6787	1.87*
α ARCH Response to squared shocks	0.2444	5.52***
β GARCH Volatility persistence	0.7339	17.18***

γ₁	-1.7852	-5.56***
γ₂	2.5283	5.00***
γ₃	-0.6146	-1.32
γ₄	-0.4827	-0.82
γ₅	0.6899	1.19
γ₆	-0.4922	-1.08
γ₇	0.4616	1.01
γ₈	-0.3921	-0.64
γ₉	-4.0167	-1.65*

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Tetragon Financial Group Ltd/Fund Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Tetragon Financial Group Ltd/Fund Analyses