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Param	Value	t-stat
ωconst	0.8704
αARCH	0.2078
βGARCH	0.7922

γ₁	-1.0583
γ₂	1.5923

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8704
α ARCH Response to squared shocks	0.2078
β GARCH Volatility persistence	0.7922

γ₁	-1.0583
γ₂	1.5923

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Information Technology Total Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

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