{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.2689	0.17
β GARCH Volatility persistence	0.5732	9.23***
γ leverage Additional response to negative shocks	-0.2689	-0.08
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.25
λ₂ forecast adj. Forecast performance sensitivity	0.2648	0.23
λ₃ tau persistence Long-term factor persistence	0.7353	1.94*

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Trf Ltd ILLIQ-MFMEM Liquidity Analysis

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