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Param	Value	t-stat
ωconst	1.7944	3.13***
αARCH	0.1105	10.79***
βGARCH	0.8648	62.43***

γ₁	0.0217	0.20
γ₂	0.0807	0.52
γ₃	-0.4499	-3.65***
γ₄	0.7510	6.94***
γ₅	-0.7116	-10.23***
γ₆	0.5111	5.80***
γ₇	-0.2875	-3.33***
γ₈	0.1373	1.90*
γ₉	-0.1479	-2.03**
γ₁₀	0.0923	0.90

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7944	3.13***
α ARCH Response to squared shocks	0.1105	10.79***
β GARCH Volatility persistence	0.8648	62.43***

γ₁	0.0217	0.20
γ₂	0.0807	0.52
γ₃	-0.4499	-3.65***
γ₄	0.7510	6.94***
γ₅	-0.7116	-10.23***
γ₆	0.5111	5.80***
γ₇	-0.2875	-3.33***
γ₈	0.1373	1.90*
γ₉	-0.1479	-2.03**
γ₁₀	0.0923	0.90

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Financiere de Tubize SA Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Financiere de Tubize SA Analyses