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How illiquidity evolves over time

{name} Model Equation

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Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.1636	2.90***
α ARCH Response to squared shocks	0.2812	2.41**
β GARCH Volatility persistence	0.5011	3.06***

γ₁	1.8373	4.35***
γ₂	-2.0164	-3.48***
γ₃	0.0366	0.13

V-Lab

Society Pass Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Society Pass Inc Analyses