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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	3.8607	9.95***
α ARCH Response to squared shocks	0.1349	11.29***
β GARCH Volatility persistence	0.8490	56.51***
ν DF Student-t tail thickness	3.9304	5.74***

V-Lab

Tate & Lyle Plc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tate & Lyle Plc Analyses