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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	1.3917	2.41**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.0000	0.00

γ₁	112.1634	1.09
γ₂	-206.7895	-1.43
γ₃	262.6006	2.83***
γ₄	-342.0227	-3.98***
γ₅	240.8600	4.20***

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

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