{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	86
α ARCH Response to squared shocks	0.3254	0.01
β GARCH Volatility persistence	0.2978	1.43
γ leverage Additional response to negative shocks	-0.3254	0.00
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.01
λ₂ forecast adj. Forecast performance sensitivity	0.2507	0.01
λ₃ tau persistence Long-term factor persistence	0.7493	0.06

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Tokyo Cement Co (Lanka) Ltd ILLIQ-MFMEM Liquidity Analysis

Date Range:

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