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	2.7167	11.86***
α ARCH Response to squared shocks	0.0887	21.13***
β GARCH Volatility persistence	0.8608	446.47***
γ leverage Additional response to negative shocks	0.0955	14.62***

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Apex Biotechnology Co Ltd Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Apex Biotechnology Co Ltd Analyses