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	0.4682	0.01
α ARCH Response to squared shocks	0.2184	0.00
β GARCH Volatility persistence	0.7816	0.00

γ₁	0.5000	0.00
γ₂	-0.7950	0.00
γ₃	0.3813	0.01
γ₄	-0.6817	-0.01
γ₅	0.8070	0.01
γ₆	0.0569	0.00
γ₇	-0.3072	-0.01
γ₈	0.0365	0.00
γ₉	-0.3076	0.00

V-Lab

Damai Entertainment Holdings Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Damai Entertainment Holdings Ltd Analyses