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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	2,231.1386	5.16***
α ARCH Response to squared shocks	0.3219	79.79***
β GARCH Volatility persistence	0.9942	945.03***
ν DF Student-t tail thickness	2.6042	60.22***

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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