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Param	Value	t-stat
ωconst	1.7964	3.14***
αARCH	0.1105	10.78***
βGARCH	0.8648	62.33***

γ₁	0.0231	0.22
γ₂	0.0773	0.50
γ₃	-0.4462	-3.63***
γ₄	0.7484	6.88***
γ₅	-0.7101	-10.19***
γ₆	0.5104	5.90***
γ₇	-0.2886	-3.39***
γ₈	0.1388	1.94*
γ₉	-0.1465	-2.03**
γ₁₀	0.0726	0.71

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7964	3.14***
α ARCH Response to squared shocks	0.1105	10.78***
β GARCH Volatility persistence	0.8648	62.33***

γ₁	0.0231	0.22
γ₂	0.0773	0.50
γ₃	-0.4462	-3.63***
γ₄	0.7484	6.88***
γ₅	-0.7101	-10.19***
γ₆	0.5104	5.90***
γ₇	-0.2886	-3.39***
γ₈	0.1388	1.94*
γ₉	-0.1465	-2.03**
γ₁₀	0.0726	0.71

V-Lab

Financiere de Tubize SA Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Financiere de Tubize SA Analyses