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	1.1341	5.93***
α ARCH Response to squared shocks	0.0755	10.66***
β GARCH Volatility persistence	0.9189	123.91***

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Tong Ren Tang Tech Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Tong Ren Tang Tech Co Ltd Analyses