{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4035	6.49***
α ARCH Response to squared shocks	0.1941	4.78***
β GARCH Volatility persistence	0.4327	5.75***

γ₁	-0.5118	-1.59
γ₂	0.6664	1.36
γ₃	0.3764	1.19
γ₄	-1.0554	-3.87***
γ₅	0.9168	3.07***
γ₆	-0.8714	-2.51**
γ₇	0.8584	1.93*
γ₈	0.4643	0.63
γ₉	-3.0529	-2.59***
γ₁₀	3.5522	2.38**

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WAM Active Ltd Spline ILLIQ Liquidity Analysis

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Liquidity Forecast

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