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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	1.5165	1.87*
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7481	0.37

γ₁	88.0390	3.89***
γ₂	-133.8067	-4.58***
γ₃	58.8911	4.12***

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BOYD GROUP SERVICES INC Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other BOYD GROUP SERVICES INC Analyses