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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	625.1587	3.93***
α ARCH Response to squared shocks	0.1286	17.06***
β GARCH Volatility persistence	0.8888	27.88***
ν DF Student-t tail thickness	2.0082	989.77***

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SRT Marine Systems PLC GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other SRT Marine Systems PLC Analyses