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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	-0.0172	-1.62
α ARCH Response to squared shocks	-0.1457	-6.02***
β GARCH Volatility persistence	0.9938
γ leverage Additional response to negative shocks	-0.1490	-4.53***

V-Lab

Canary HBAR ETF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Canary HBAR ETF Analyses