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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	4.3279	8.29***
α ARCH Response to squared shocks	0.3187	4.42***
β GARCH Volatility persistence	0.7749	51.43***
γ leverage Additional response to negative shocks	-0.2907	-3.45***

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ZJK Industrial Co Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ZJK Industrial Co Ltd Analyses