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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	0.4422	1.52
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.6791	1.40

γ₁	120.2603	0.73
γ₂	-150.5640	-0.63
γ₃	-127.2661	-0.67
γ₄	454.6611	2.74***
γ₅	-300.8130	-2.40**
γ₆	-345.1767	-2.35**
γ₇	511.7909	4.05***

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