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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	0.0767	8.14***
α ARCH Response to squared shocks	0.2819	15.61***
β GARCH Volatility persistence	0.7616	61.59***
γ leverage Additional response to negative shocks	-0.0872	-3.79***

V-Lab

PowerBank Corp Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other PowerBank Corp Analyses