{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2071	4.93***
α ARCH Response to squared shocks	0.1150	6.58***
β GARCH Volatility persistence	0.8044	24.92***

γ₁	0.0319	0.17
γ₂	-0.2424	-0.81
γ₃	0.7463	3.30***
γ₄	-1.3148	-6.77***
γ₅	1.4957	6.79***
γ₆	-1.1478	-4.12***
γ₇	1.0396	2.36**
γ₈	-1.0001	-1.62
γ₉	0.5295	0.94
γ₁₀	-0.4721	-0.92

V-Lab

Vitura SA Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Vitura SA Analyses