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	0.8474	0.35
α ARCH Response to squared shocks	0.2817	0.02
β GARCH Volatility persistence	0.7183	0.05

γ₁	-0.2159	0.00
γ₂	0.2892	0.01
γ₃	-0.1150	-0.02

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ZhongYeDa Electric Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other ZhongYeDa Electric Co Ltd Analyses