How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.8289	7.28***
α ARCH Response to squared shocks	0.0992	22.77***
β GARCH Volatility persistence	0.8338	318.49***
γ leverage Additional response to negative shocks	0.1313	17.19***

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Phoenix Shipping Wuhan Co Ltd Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Phoenix Shipping Wuhan Co Ltd Analyses