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	3.7348
α ARCH Response to squared shocks	0.2855
β GARCH Volatility persistence	0.7145

γ₁	0.1062
γ₂	-0.3771
γ₃	0.7029

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Chongqing Changan Automobile Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Chongqing Changan Automobile Co Ltd Analyses