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	2.7325	11.91***
α ARCH Response to squared shocks	0.0888	21.09***
β GARCH Volatility persistence	0.8606	444.96***
γ leverage Additional response to negative shocks	0.0957	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