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	1.0645	6.69***
α ARCH Response to squared shocks	0.1407	1.84*
β GARCH Volatility persistence	0.7542	6.95***

V-Lab

ASTA Energy Solutions AG Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other ASTA Energy Solutions AG Analyses