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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	1.5631	12.93***
α ARCH Response to squared shocks	0.0735	9.16***
β GARCH Volatility persistence	0.7553	55.26***
γ leverage Additional response to negative shocks	0.1146	5.06***

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SRT Marine Systems PLC GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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