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	0.9227	4.39***
α ARCH Response to squared shocks	0.3592	7.94***
β GARCH Volatility persistence	0.4890	10.72***

γ₁	-0.2083	-3.72***
γ₂	0.4102	4.65***

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Hubei W-OLF Photoelectric Technology Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Hubei W-OLF Photoelectric Technology Co Ltd Analyses