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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.0000	0.00
λ₁ tau intercept Baseline long-term coefficient	15.0023

V-Lab

United Maritime Corp MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other United Maritime Corp Analyses