How volatility evolves over time

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Param	Value	t-stat
ωconst	1.6925	7.86***
αARCH	0.0334	2.94***
βGARCH	0.9162	27.47***

γ₁	-0.1448	-1.04
γ₂	0.0245	0.11
γ₃	0.2800	1.95*
γ₄	-0.3781	-2.81***
γ₅	0.2268	1.11
γ₆	0.4243	1.21
γ₇	-0.9346	-2.00**
γ₈	0.8537	1.98**
γ₉	-0.6914	-1.71*
γ₁₀	2.3785	2.45**

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6925	7.86***
α ARCH Response to squared shocks	0.0334	2.94***
β GARCH Volatility persistence	0.9162	27.47***

γ₁	-0.1448	-1.04
γ₂	0.0245	0.11
γ₃	0.2800	1.95*
γ₄	-0.3781	-2.81***
γ₅	0.2268	1.11
γ₆	0.4243	1.21
γ₇	-0.9346	-2.00**
γ₈	0.8537	1.98**
γ₉	-0.6914	-1.71*
γ₁₀	2.3785	2.45**

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Bio-Rad Laboratories Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Bio-Rad Laboratories Inc Analyses