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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	14.9758	4.59***
α ARCH Response to squared shocks	0.0780	44.03***
β GARCH Volatility persistence	0.9932	689.24***
ν DF Student-t tail thickness	5.7100	10.76***

V-Lab

Softbank Group Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Softbank Group Corp Analyses