{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0901	3.41***
α ARCH Response to squared shocks	0.0944	6.98***
β GARCH Volatility persistence	0.8962	67.53***

γ₁	-0.5112	-0.95
γ₂	1.7180	2.13**
γ₃	-2.2044	-3.88***
γ₄	1.1274	2.52**
γ₅	0.2339	0.57
γ₆	-1.1110	-2.25**
γ₇	2.2479	3.38***
γ₈	-2.6013	-2.73***
γ₉	2.0091	1.75*

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