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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	5.0000	2.59***
α ARCH Response to squared shocks	0.1240	4.48***
β GARCH Volatility persistence	0.8779	36.68***
γ leverage Additional response to negative shocks	-0.1240	-5.83***

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Mobile-Health Network Soltns GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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