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	3.0007	7.22***
α ARCH Response to squared shocks	0.0699	21.96***
β GARCH Volatility persistence	0.8771	354.83***
γ leverage Additional response to negative shocks	0.1060	17.05***

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Right Way Industrial Co Ltd Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Right Way Industrial Co Ltd Analyses