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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	0.5938	4.73***
α ARCH Response to squared shocks	0.1901	5.70***
β GARCH Volatility persistence	0.6701	14.88***

γ₁	0.0117	0.19
γ₂	-0.0743	-0.80
γ₃	0.0865	1.19
γ₄	-0.0256	-0.40
γ₅	0.0386	0.57
γ₆	-0.1189	-1.39
γ₇	0.1627	2.14**
γ₈	-0.1206	-2.23**
γ₉	0.0456	1.28

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Ballard Power Systems Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ballard Power Systems Inc Analyses