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	1.2706	2.96***
α ARCH Response to squared shocks	0.3538	13.22***
β GARCH Volatility persistence	0.6441	23.48***

γ₁	0.1278	3.44***
γ₂	-0.2668	-3.10***
γ₃	0.3487	2.88***

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Ningxia Western Venture Industrial Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Ningxia Western Venture Industrial Co Ltd Analyses