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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	0.1019	10.23***
α ARCH Response to squared shocks	0.1403	11.91***
β GARCH Volatility persistence	0.9008	191.16***
γ leverage Additional response to negative shocks	-0.0821	-5.72***

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Grab Holdings Limited GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Grab Holdings Limited Analyses