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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	0.4795	5.61***
α ARCH Response to squared shocks	0.3561	9.94***
β GARCH Volatility persistence	0.8750	38.44***
γ leverage Additional response to negative shocks	0.0843	6.32***

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PowerBank Corp EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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