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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	0.0265	5.59***
α ARCH Response to squared shocks	0.6068	2.00**
β GARCH Volatility persistence	0.3932	2.11**

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Semilux International Ltd -Redh MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Semilux International Ltd -Redh Analyses