{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.6633	24.63***
β GARCH Volatility persistence	0.5170	59.47***
γ leverage Additional response to negative shocks	-0.5000	-10.04***
λ₁ tau intercept Baseline long-term coefficient	12,312.8100

V-Lab

Voler CAR Limited ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Voler CAR Limited Analyses