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	4.2970	4.12***
α ARCH Response to squared shocks	0.1880	7.60***
β GARCH Volatility persistence	0.7622	145.21***
γ leverage Additional response to negative shocks	0.0996	2.52**

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Hunan Energy Group Development Co Ltd Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Hunan Energy Group Development Co Ltd Analyses