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	2.1032	4.48***
α ARCH Response to squared shocks	0.1729	16.17***
β GARCH Volatility persistence	0.8231	77.23***

γ₁	0.0578	3.09***
γ₂	-0.1274	-4.37***

V-Lab

Solelytex Industrial Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Solelytex Industrial Corp Analyses