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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	252.1999	2.45**
α ARCH Response to squared shocks	0.0936	13.24***
β GARCH Volatility persistence	0.9500	59.18***
ν DF Student-t tail thickness	2.1627	44.80***

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Regentis Biomaterials Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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