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Param	Value	t-stat
ωconst	1.5182	2.31**
αARCH	0.3107	1.19
βGARCH	0.6892	2.72***

γ₁	-2.1291	-0.27
γ₂	-0.0421	0.00
γ₃	14.8430	1.86*
γ₄	-24.5327	-1.33
γ₅	16.9424	1.11
γ₆	-6.3576	-0.90
γ₇	0.5121	0.24
γ₈	1.0063	2.53**
γ₉	0.5421	1.30
γ₁₀	-2.0020	-2.76***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5182	2.31**
α ARCH Response to squared shocks	0.3107	1.19
β GARCH Volatility persistence	0.6892	2.72***

γ₁	-2.1291	-0.27
γ₂	-0.0421	0.00
γ₃	14.8430	1.86*
γ₄	-24.5327	-1.33
γ₅	16.9424	1.11
γ₆	-6.3576	-0.90
γ₇	0.5121	0.24
γ₈	1.0063	2.53**
γ₉	0.5421	1.30
γ₁₀	-2.0020	-2.76***

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Prolific Technology Inc Spline ILLIQ Liquidity Analysis

Date Range:

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