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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	4.3440	8.61***
α ARCH Response to squared shocks	0.2685	4.50***
β GARCH Volatility persistence	0.7938	55.08***
γ leverage Additional response to negative shocks	-0.2556	-3.70***

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ZJK Industrial Co Ltd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ZJK Industrial Co Ltd Analyses