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	1.7480	0.00
α ARCH Response to squared shocks	0.3204	0.00
β GARCH Volatility persistence	0.6796	0.00

γ₁	-0.1158	-0.46
γ₂	0.1413	0.06
γ₃	-0.0176	-0.01

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Shenwu Energy Saving Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Shenwu Energy Saving Co Ltd Analyses