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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	6.5278	10.83***
α ARCH Response to squared shocks	0.1048	13.98***
β GARCH Volatility persistence	0.5451	17.08***
γ leverage Additional response to negative shocks	-1.0141	-2.71***

V-Lab

Profound Medical Corp AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Profound Medical Corp Analyses