{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0840	3.43***
α ARCH Response to squared shocks	0.0937	6.97***
β GARCH Volatility persistence	0.8967	67.99***

γ₁	-0.5122	-0.96
γ₂	1.7191	2.15**
γ₃	-2.2043	-3.89***
γ₄	1.1280	2.53**
γ₅	0.2315	0.56
γ₆	-1.1042	-2.24**
γ₇	2.2334	3.35***
γ₈	-2.5817	-2.70***
γ₉	1.9773	1.72*

V-Lab

Thorney Opportunities Ltd/Fund Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Thorney Opportunities Ltd/Fund Analyses