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	0.3821	0.00
α ARCH Response to squared shocks	0.2030	0.00
β GARCH Volatility persistence	0.7970	0.00

γ₁	-0.9289	0.00
γ₂	1.6448	0.01
γ₃	-0.8221	0.00

V-Lab

Guizhou Qianyuan Power Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Guizhou Qianyuan Power Co Ltd Analyses