{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5605	3.40***
α ARCH Response to squared shocks	0.3189	3.05***
β GARCH Volatility persistence	0.5086	4.45***

V-Lab

Voler CAR Limited Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Voler CAR Limited Analyses