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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	0.1574	40.71***
α ARCH Response to squared shocks	0.2542	61.59***
β GARCH Volatility persistence	0.6893	129.32***
γ leverage Additional response to negative shocks	-0.0591	-8.52***
δ power Transformation power	0.5000	44.98***

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Ballard Power Systems Inc Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ballard Power Systems Inc Analyses