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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	0.2127	16.30***
α ARCH Response to squared shocks	0.0557	12.94***
β GARCH Volatility persistence	0.8798	172.24***
γ leverage Additional response to negative shocks	0.0465	6.11***

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Amrest Holdings Se GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Amrest Holdings Se Analyses