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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.0905	6.22***
β GARCH Volatility persistence	0.8492	75.33***
γ leverage Additional response to negative shocks	0.0103	0.42
λ₁ tau intercept Baseline long-term coefficient	73.2401

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Quantum Data Energy PLC MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Quantum Data Energy PLC Analyses