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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	1.6332	2.05**
α ARCH Response to squared shocks	0.4443	0.70
β GARCH Volatility persistence	0.5556	0.88

γ₁	24.5800	2.38**
γ₂	-40.3213	-2.77***
γ₃	21.3889	3.36***
γ₄	-13.7728	-1.63
γ₅	14.0155	2.03**
γ₆	-12.2842	-1.72*
γ₇	14.1453	1.17
γ₈	-15.1023	-1.39
γ₉	12.5948	1.36
γ₁₀	-6.8117	-1.06

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Gorilla Techno Gro Inc -Redh Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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