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Param	Value	t-stat
ωconst	1.3978	5.20***
αARCH	0.3482	4.73***
βGARCH	0.4903	4.57***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3978	5.20***
α ARCH Response to squared shocks	0.3482	4.73***
β GARCH Volatility persistence	0.4903	4.57***

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Our Bond Inc Spline ILLIQ Liquidity Analysis

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News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Our Bond Inc Analyses