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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	43.7343	2.76***
α ARCH Response to squared shocks	0.1355	11.48***
β GARCH Volatility persistence	0.9410	45.99***
ν DF Student-t tail thickness	3.0274	8.14***

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XXF Group Holdings Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other XXF Group Holdings Ltd Analyses