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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	16.7198	3.88***
α ARCH Response to squared shocks	0.0702	11.75***
β GARCH Volatility persistence	0.9696	121.44***
ν DF Student-t tail thickness	4.8445	3.10***

V-Lab

Cardano to US Dollar GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Cardano to US Dollar Analyses