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How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	19.4092	4.28***
α ARCH Response to squared shocks	0.0713	6.16***
β GARCH Volatility persistence	0.9098	40.48***
ν DF Student-t tail thickness	3.7342	2.47**

V-Lab

Profound Medical Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Profound Medical Corp Analyses