{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	101
α ARCH Response to squared shocks	0.2476	9.16***
β GARCH Volatility persistence	0.7879	313.15***
γ leverage Additional response to negative shocks	-0.2089	-12.70***
λ₁ tau intercept Baseline long-term coefficient	0.0093	13.56***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.03
λ₃ tau persistence Long-term factor persistence	0.9896	1,488.07***

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XMAX Inc ILLIQ-MFMEM Liquidity Analysis

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