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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	4.0198	1.66*
α ARCH Response to squared shocks	0.2366	2.72***
β GARCH Volatility persistence	0.3825	2.59***

γ₁	18.8942	1.12
γ₂	0.8129	0.03
γ₃	-52.1551	-1.99**
γ₄	66.2590	2.78***
γ₅	-57.9270	-3.56***
γ₆	31.1769	2.65***
γ₇	-5.9692	-0.78

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Mobile-Health Network Soltns Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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