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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	1.6355	0.19
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9922	0.06

γ₁	94.0718	0.06
γ₂	-157.1112	-1.55
γ₃	121.3398	1.04
γ₄	-79.9729	-0.29

V-Lab

Canary Litecoin Etf Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Canary Litecoin Etf Analyses