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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	0.0569	11.98***
α ARCH Response to squared shocks	0.0699	30.24***
β GARCH Volatility persistence	0.9138	333.74***
γ leverage Additional response to negative shocks	0.3062	6.60***

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Walt Disney Co/The AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Walt Disney Co/The Analyses