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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	4.5610	9.66***
α ARCH Response to squared shocks	0.1020	6.16***
β GARCH Volatility persistence	0.6799	26.03***
γ leverage Additional response to negative shocks	-0.0510	-2.54**

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Profound Medical Corp GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Profound Medical Corp Analyses