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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	233.7727	2.16**
α ARCH Response to squared shocks	0.1780	13.54***
β GARCH Volatility persistence	0.8905	17.41***
ν DF Student-t tail thickness	2.0788	85.49***

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Abionyx Pharma SA GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Abionyx Pharma SA Analyses