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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	29.8341	3.08***
α ARCH Response to squared shocks	0.1409	5.21***
β GARCH Volatility persistence	0.9127	34.72***
ν DF Student-t tail thickness	4.0084	2.86***

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XtalPi Holdings Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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