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	0.8673	0.51
α ARCH Response to squared shocks	0.2877	0.01
β GARCH Volatility persistence	0.7123	0.03

γ₁	-0.0022	0.00
γ₂	0.6962	0.00
γ₃	-2.7621	-0.04
γ₄	4.6841	0.01
γ₅	-4.3244	-0.01
γ₆	2.3174	0.01
γ₇	-0.7475	-0.01
γ₈	-0.0108	0.00

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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