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	2.8645	4.67***
α ARCH Response to squared shocks	0.1392	10.91***
β GARCH Volatility persistence	0.8166	311.32***
γ leverage Additional response to negative shocks	0.0885	3.43***

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Changhong Meiling Company Co., Ltd. Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Changhong Meiling Company Co., Ltd. Analyses