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	1.3961	2.73***
α ARCH Response to squared shocks	0.1992	19.91***
β GARCH Volatility persistence	0.7999	79.04***

γ₁	0.0907	2.88***
γ₂	-0.2794	-2.95***
γ₃	0.4750	2.81***

V-Lab

Guangdong Baolihua New Energy Stock Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Guangdong Baolihua New Energy Stock Co Ltd Analyses