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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	0.6056	0.99
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9944	0.49

γ₁	-139.0630	-0.15
γ₂	192.1567	0.32
γ₃	-65.5724	-0.44

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