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	1.0751	6.98***
α ARCH Response to squared shocks	0.2149	17.06***
β GARCH Volatility persistence	0.7849	62.51***

γ₁	-0.0310	-2.03**
γ₂	0.0607	2.65***
γ₃	-0.2193	-8.85***

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Yieh-Hsing Enterprise Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Yieh-Hsing Enterprise Co Ltd Analyses