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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	69.3441	3.62***
α ARCH Response to squared shocks	0.1074	15.19***
β GARCH Volatility persistence	0.9578	88.17***
ν DF Student-t tail thickness	3.4444	7.37***

V-Lab

ZJK Industrial Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ZJK Industrial Co Ltd Analyses