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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	56.9190	15.86***
α ARCH Response to squared shocks	0.0652	1.81*
β GARCH Volatility persistence	0.9027	24.06***
ν DF Student-t tail thickness	59.9753	0.04

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GigaDevice Semiconductor Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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