{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4355	3.88***
α ARCH Response to squared shocks	0.0790	9.75***
β GARCH Volatility persistence	0.9063	88.60***

γ₁	-0.4569	-4.58***
γ₂	0.7656	4.46***
γ₃	-0.4406	-3.14***
γ₄	0.1102	1.16
γ₅	0.0713	1.16
γ₆	-0.0217	-0.40
γ₇	-0.0990	-2.10**
γ₈	0.2154	5.08***
γ₉	-0.2484	-5.55***
γ₁₀	0.0671	0.97

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Wereldhave NV Spline ILLIQ Liquidity Analysis

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