{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.2302	0.00
β GARCH Volatility persistence	0.2579	0.00
γ leverage Additional response to negative shocks	-0.2302	0.00
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.9981	0.00
λ₃ tau persistence Long-term factor persistence	0.0019	0.00

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Twamev Construction and Infrastructure Ltd ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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