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	2.0634	1.98**
α ARCH Response to squared shocks	0.5528	4.62***
β GARCH Volatility persistence	0.3819	5.61***

γ₁	-2.0673	-10.33***
γ₂	3.2747	11.76***
γ₃	-1.7564	-3.07***
γ₄	1.2117	1.81*
γ₅	-0.5960	-1.07
γ₆	-1.2220	-1.37

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Rendong Holdings Group Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Rendong Holdings Group Co Ltd Analyses