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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	3.4001	8.48***
α ARCH Response to squared shocks	0.1538	3.06***
β GARCH Volatility persistence	0.7164	28.43***
γ leverage Additional response to negative shocks	-0.1538	-3.94***

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Guangdong Tianyu Semiconductor Co Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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