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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	10.8929	3.57***
α ARCH Response to squared shocks	0.0445	9.39***
β GARCH Volatility persistence	0.9710	131.26***
ν DF Student-t tail thickness	3.8745	3.32***

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Giant Biogene Holding Co GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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