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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	2.1839	2.90***
α ARCH Response to squared shocks	0.2004	1.47
β GARCH Volatility persistence	0.1264	0.63

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ZJK Industrial Co Ltd Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ZJK Industrial Co Ltd Analyses