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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	0.6308	2.04**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9959	2.20**

γ₁	-119.4773	-0.60
γ₂	168.4744	1.28
γ₃	-61.7638	-3.11***

V-Lab

United Maritime Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other United Maritime Corp Analyses