{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.1098	0.91
β GARCH Volatility persistence	0.8011	20.40***
γ leverage Additional response to negative shocks	-0.1098	-0.40
λ₁ tau intercept Baseline long-term coefficient	3.3083	1.36
λ₂ forecast adj. Forecast performance sensitivity	0.0776	1.78*
λ₃ tau persistence Long-term factor persistence	0.9209	20.79***

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Teekay Corp Ltd ILLIQ-MFMEM Liquidity Analysis

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