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	2.3117	2.97***
α ARCH Response to squared shocks	0.0167	3.21***
β GARCH Volatility persistence	0.9358	179.14***
γ leverage Additional response to negative shocks	0.0854	5.70***

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Rendong Holdings Group Co Ltd Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Rendong Holdings Group Co Ltd Analyses