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Param	Value	t-stat
ωconst	6.7585	3.20***
αARCH	0.2200	10.45***
βGARCH	0.7605	42.23***

γ₁	-1.8391	-1.55
γ₂	4.3728	2.26**
γ₃	-3.9563	-3.08***
γ₄	2.2535	2.73***
γ₅	-0.4309	-0.67
γ₆	-2.2251	-3.88***
γ₇	4.3945	8.72***
γ₈	-4.9638	-7.75***
γ₉	2.3633	2.93***
γ₁₀	1.1495	1.26

Parameter	Value	t-statistic
ω const Unconditional variance weight	6.7585	3.20***
α ARCH Response to squared shocks	0.2200	10.45***
β GARCH Volatility persistence	0.7605	42.23***

γ₁	-1.8391	-1.55
γ₂	4.3728	2.26**
γ₃	-3.9563	-3.08***
γ₄	2.2535	2.73***
γ₅	-0.4309	-0.67
γ₆	-2.2251	-3.88***
γ₇	4.3945	8.72***
γ₈	-4.9638	-7.75***
γ₉	2.3633	2.93***
γ₁₀	1.1495	1.26

V-Lab

XMAX Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other XMAX Inc Analyses