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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	20.7340	7.14***
α ARCH Response to squared shocks	0.1070	28.10***
β GARCH Volatility persistence	0.9612	169.19***
ν DF Student-t tail thickness	4.1405	11.28***

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Ballard Power Systems Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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