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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	16.3957	2.67***
α ARCH Response to squared shocks	0.0748	12.20***
β GARCH Volatility persistence	0.9558	56.45***
ν DF Student-t tail thickness	2.6855	10.45***

V-Lab

Avon Technologies PLC GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Avon Technologies PLC Analyses