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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	2.5216	7.62***
α ARCH Response to squared shocks	0.0898	13.71***
β GARCH Volatility persistence	0.9743	270.56***
ν DF Student-t tail thickness	9.2312	2.29**

V-Lab

Defiance Space and Connective Tech ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance Space and Connective Tech ETF Analyses