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	0.1557	0.02
α ARCH Response to squared shocks	0.2592	0.00
β GARCH Volatility persistence	0.7408	0.01

γ₁	-0.9870	-0.15
γ₂	3.5142	0.01
γ₃	-4.2093	-0.62
γ₄	0.4084	0.00
γ₅	3.5085	0.00
γ₆	-3.3728	-0.04
γ₇	2.2308	0.00

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Hunan Energy Group Development Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Hunan Energy Group Development Co Ltd Analyses