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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	16.9126	3.96***
α ARCH Response to squared shocks	0.0727	11.70***
β GARCH Volatility persistence	0.9682	118.49***
ν DF Student-t tail thickness	4.8615	3.11***

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