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{name} Model Equation

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Param	Value	t-stat
ωconst	1.7812	1.11
αARCH	0.2069	10.00***
βGARCH	0.7735	29.12***

γ₁	-1.3426	-1.10
γ₂	3.0756	2.09**
γ₃	-2.5736	-6.55***
γ₄	1.0437	2.78***
γ₅	-0.4625	-0.98
γ₆	-0.0295	-0.05
γ₇	1.2026	2.36**
γ₈	-0.8751	-1.12

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7812	1.11
α ARCH Response to squared shocks	0.2069	10.00***
β GARCH Volatility persistence	0.7735	29.12***

γ₁	-1.3426	-1.10
γ₂	3.0756	2.09**
γ₃	-2.5736	-6.55***
γ₄	1.0437	2.78***
γ₅	-0.4625	-0.98
γ₆	-0.0295	-0.05
γ₇	1.2026	2.36**
γ₈	-0.8751	-1.12

V-Lab

C.T.I. Traffic Industries Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

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