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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	0.7251	5.64***
α ARCH Response to squared shocks	0.0938	9.26***
β GARCH Volatility persistence	0.8179	37.99***

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Contemporary Amperex Tech Co GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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