{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	81
α ARCH Response to squared shocks	0.1493	0.29
β GARCH Volatility persistence	0.8187	26.38***
γ leverage Additional response to negative shocks	-0.0281	-0.03
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0867	0.77
λ₃ tau persistence Long-term factor persistence	0.9133	5.12***

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Willis Lease Finance Corp ILLIQ-MFMEM Liquidity Analysis

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