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Param	Value	t-stat
ωconst	0.6571	3.90***
αARCH	0.2345	6.13***
βGARCH	0.6965	17.09***

γ₁	-2.9722	-2.43**
γ₂	4.7456	2.38**
γ₃	-5.9969	-3.46***
γ₄	7.7328	4.59***
γ₅	-3.3766	-2.76***
γ₆	-0.3887	-0.45
γ₇	-0.1259	-0.12
γ₈	-0.2840	-0.23
γ₉	3.1143	2.55**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6571	3.90***
α ARCH Response to squared shocks	0.2345	6.13***
β GARCH Volatility persistence	0.6965	17.09***

γ₁	-2.9722	-2.43**
γ₂	4.7456	2.38**
γ₃	-5.9969	-3.46***
γ₄	7.7328	4.59***
γ₅	-3.3766	-2.76***
γ₆	-0.3887	-0.45
γ₇	-0.1259	-0.12
γ₈	-0.2840	-0.23
γ₉	3.1143	2.55**

V-Lab

Racura Oncology Ltd Spline ILLIQ Liquidity Analysis

Date Range:

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