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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7270	122.18***
γ leverage Additional response to negative shocks	0.5000	23.98***
λ₁ tau intercept Baseline long-term coefficient	2.1956	1.07
λ₂ forecast adj. Forecast performance sensitivity	0.2075	4.54***
λ₃ tau persistence Long-term factor persistence	0.7925	33.43***

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Jaguar Uranium Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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