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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	1.0000	1,390.81***
β GARCH Volatility persistence	0.2360	1,058.20***
γ leverage Additional response to negative shocks	-0.5000	-451.26***
λ₁ tau intercept Baseline long-term coefficient	10.0000	531.91***
λ₂ forecast adj. Forecast performance sensitivity	0.0957	15.41***
λ₃ tau persistence Long-term factor persistence	0.9043	211.58***

V-Lab

United Maritime Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other United Maritime Corp Analyses