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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	0.9934	2.82***
α ARCH Response to squared shocks	0.1481	3.75***
β GARCH Volatility persistence	0.8197	16.48***

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XXF Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other XXF Group Holdings Ltd Analyses