{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9496	0.41
α ARCH Response to squared shocks	0.1560	0.05
β GARCH Volatility persistence	0.8440	0.29

γ₁	0.0600	0.00
γ₂	-0.1764	-0.01
γ₃	0.1883	0.10
γ₄	-0.0942	-0.15
γ₅	0.0553	0.18

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Trf Ltd Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

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