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	0.5052	0.00
α ARCH Response to squared shocks	0.2704	0.00
β GARCH Volatility persistence	0.7296	0.00

γ₁	0.3405	0.00
γ₂	-0.4911	0.00
γ₃	-0.4593	0.00
γ₄	1.1281	0.02
γ₅	-0.6698	-0.33
γ₆	0.2049	0.01
γ₇	-0.0415	0.00

V-Lab

SPIC Green Energy Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other SPIC Green Energy Co Ltd Analyses