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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	16.4589	2.65***
α ARCH Response to squared shocks	0.0728	12.29***
β GARCH Volatility persistence	0.9571	57.86***
ν DF Student-t tail thickness	2.6838	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