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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	51.1553	4.99***
α ARCH Response to squared shocks	0.1447	15.22***
β GARCH Volatility persistence	0.9792	193.48***
ν DF Student-t tail thickness	3.7776	10.13***

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Guangdong Tianyu Semiconductor Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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