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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	0.9038	3.02***
α ARCH Response to squared shocks	0.1591	3.39***
β GARCH Volatility persistence	0.7396	10.65***

γ₁	-1.4950	-1.56
γ₂	2.0964	1.70*

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XtalPi Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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