{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.00
α ARCH Response to squared shocks	0.0114	1.14
β GARCH Volatility persistence	0.9916	324.25***
γ leverage Additional response to negative shocks	-0.0058	-0.47

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Thorney Opportunities Ltd/Fund Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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