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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	0.8798	4.02***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.0000	0.00

γ₁	46.2377	0.64
γ₂	-83.9926	-0.81
γ₃	98.5291	1.34
γ₄	-167.7905	-2.33**
γ₅	354.7680	4.40***
γ₆	-565.0406	-3.76***
γ₇	545.1578	2.81***
γ₈	-368.0888	-2.16**
γ₉	184.6027	1.75*

V-Lab

Ralliant Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ralliant Corp Analyses