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How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

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Parameter	Value	t-statistic
ω const Unconditional variance weight	45.9981	3.04***
α ARCH Response to squared shocks	0.1674	11.70***
β GARCH Volatility persistence	0.9425	46.28***
ν DF Student-t tail thickness	4.1174	5.34***

V-Lab

PowerBank Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other PowerBank Corp Analyses