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	2.1465	1.90*
α ARCH Response to squared shocks	0.5516	4.65***
β GARCH Volatility persistence	0.3883	5.72***

γ₁	-2.0379	-9.77***
γ₂	3.2342	11.95***
γ₃	-1.7476	-3.12***
γ₄	1.2269	1.83*
γ₅	-0.6304	-1.12
γ₆	-1.2092	-1.31

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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