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Param	Value	t-stat
ωconst	0.8508	6.06***
αARCH	0.1972	16.57***
βGARCH	0.8027	67.40***

γ₁	-1.3037	-3.97***
γ₂	1.4590	3.06***
γ₃	-0.6383	-2.08**
γ₄	1.1627	3.18***
γ₅	-1.1379	-3.38***
γ₆	0.8640	3.56***
γ₇	-0.6105	-2.48**
γ₈	0.3706	0.95

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8508	6.06***
α ARCH Response to squared shocks	0.1972	16.57***
β GARCH Volatility persistence	0.8027	67.40***

γ₁	-1.3037	-3.97***
γ₂	1.4590	3.06***
γ₃	-0.6383	-2.08**
γ₄	1.1627	3.18***
γ₅	-1.1379	-3.38***
γ₆	0.8640	3.56***
γ₇	-0.6105	-2.48**
γ₈	0.3706	0.95

V-Lab

Raccoon Holdings Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Raccoon Holdings Inc Analyses