{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0399	5.56***
α ARCH Response to squared shocks	0.0838	1.21
β GARCH Volatility persistence	0.9162	13.25***

γ₁	-0.0182	-0.20
γ₂	0.0253	0.25

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Teekay Corp Ltd Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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