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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	0.4213	1.87*
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8306	2.91***

γ₁	41.0681	0.15
γ₂	83.5493	0.18
γ₃	-352.7767	-0.98
γ₄	270.0562	1.08
γ₅	127.7097	0.54
γ₆	118.1175	0.38
γ₇	-944.6831	-2.29**
γ₈	921.3448	2.91***

V-Lab

Regentis Biomaterials Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Regentis Biomaterials Ltd Analyses