{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.3514	1.24
β GARCH Volatility persistence	0.7987	28.07***
γ leverage Additional response to negative shocks	-0.3514	-0.65
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9974	323.30***

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Tycoon Holding Co for Financial Investments ILLIQ-MFMEM Liquidity Analysis

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