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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	1,609.0910	4.41***
α ARCH Response to squared shocks	0.3116	74.23***
β GARCH Volatility persistence	0.9914	549.58***
ν DF Student-t tail thickness	2.5322	63.10***

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Mobile-Health Network Soltns GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Mobile-Health Network Soltns Analyses