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	1.0334	0.95
α ARCH Response to squared shocks	0.3521	0.09
β GARCH Volatility persistence	0.6479	0.17

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Shanghai Hongda New Material Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Shanghai Hongda New Material Co Ltd Analyses