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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	1.5313	6.32***
α ARCH Response to squared shocks	0.2202	4.57***
β GARCH Volatility persistence	0.7822	37.34***
γ leverage Additional response to negative shocks	-0.2202	-5.99***

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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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