{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2582	3.61***
α ARCH Response to squared shocks	0.1386	4.52***
β GARCH Volatility persistence	0.8612	27.90***

γ₁	-1.8531	-1.16
γ₂	2.1341	0.91
γ₃	1.5350	0.94
γ₄	-8.6496	-3.35***
γ₅	16.4802	3.89***
γ₆	-15.3484	-3.88***
γ₇	5.4512	2.83***
γ₈	1.3793	0.59
γ₉	1.7333	0.64
γ₁₀	-6.5107	-1.14

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Tokyo Cement Co (Lanka) Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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