{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8716	4.72***
α ARCH Response to squared shocks	0.1327	9.13***
β GARCH Volatility persistence	0.8337	45.77***

γ₁	0.0977	1.98**
γ₂	-0.2770	-3.89***
γ₃	0.2309	4.40***
γ₄	-0.0494	-1.06
γ₅	0.0546	1.41
γ₆	-0.1012	-2.72***
γ₇	-0.1296	-2.16**

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Willis Lease Finance Corp Spline ILLIQ Liquidity Analysis

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