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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	161.9907	6.55***
α ARCH Response to squared shocks	0.1405	74.00***
β GARCH Volatility persistence	0.9931	1,088.96***
ν DF Student-t tail thickness	2.5396	145.99***

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Zhongchao Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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