{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.1666	1.12
β GARCH Volatility persistence	0.8591	209.12***
γ leverage Additional response to negative shocks	-0.0947	-1.61
λ₁ tau intercept Baseline long-term coefficient	0.2240	1.17
λ₂ forecast adj. Forecast performance sensitivity	0.0000	1.25
λ₃ tau persistence Long-term factor persistence	0.3716	10.88***

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Zeta Network Group ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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