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	0.4735	0.00
α ARCH Response to squared shocks	0.2221	0.00
β GARCH Volatility persistence	0.7779	0.00

γ₁	-0.8455	-0.01
γ₂	1.2196	0.00
γ₃	-0.4926	0.00
γ₄	0.1490	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