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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	0.7668	5.14***
α ARCH Response to squared shocks	0.0883	1.48
β GARCH Volatility persistence	0.3765	1.17

γ₁	-2.5674	-0.95
γ₂	5.9231	1.37
γ₃	-8.1684	-2.44**
γ₄	8.8197	3.31***
γ₅	-5.4900	-3.81***

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Concord Biotech Limited Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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