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	5.0000	13.43***
α ARCH Response to squared shocks	0.1286	30.71***
β GARCH Volatility persistence	0.7707	380.23***
γ leverage Additional response to negative shocks	0.1865	23.15***

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Zhejiang Fuchunjiang Environmental Thermoelectric Co Ltd Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Zhejiang Fuchunjiang Environmental Thermoelectric Co Ltd Analyses