{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1150	1.92*
α ARCH Response to squared shocks	0.1913	13.03***
β GARCH Volatility persistence	0.8086	54.97***

γ₁	-0.0065	-0.05
γ₂	-0.3092	-1.61
γ₃	0.5179	4.09***
γ₄	-0.1224	-0.61

V-Lab

Zeta Network Group Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

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