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	1.24
α ARCH Response to squared shocks	0.3253	11.13***
β GARCH Volatility persistence	0.6155	36.07***
γ leverage Additional response to negative shocks	0.1184	4.83***

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Suzhou Goldengreen Technologies Ltd. Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Suzhou Goldengreen Technologies Ltd. Analyses