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	5.0000	0.02
α ARCH Response to squared shocks	0.1706	4.27***
β GARCH Volatility persistence	0.8174	55.89***
γ leverage Additional response to negative shocks	0.0240	0.41

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ASTA Energy Solutions AG Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other ASTA Energy Solutions AG Analyses