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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	1.2929	2.34**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.0000	0.00

γ₁	44.0873	0.54
γ₂	-77.4587	-0.68
γ₃	139.2927	2.07**
γ₄	-265.6101	-4.62***
γ₅	238.4548	5.51***

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Guangdong Tianyu Semiconductor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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