{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7362	3.69***
α ARCH Response to squared shocks	0.2293	6.66***
β GARCH Volatility persistence	0.7691	22.78***

γ₁	-4.6223	-1.84*
γ₂	6.5877	1.40
γ₃	5.1270	0.76
γ₄	-13.5340	-1.72*
γ₅	7.5189	1.73*
γ₆	-2.4768	-1.26
γ₇	2.1743	1.21
γ₈	-0.1659	-0.12
γ₉	-0.8233	-1.24
γ₁₀	-0.2483	-0.44

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Vestum Ab (Publ) Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Vestum Ab (Publ) Analyses