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	0.5982	5.66***
α ARCH Response to squared shocks	0.1339	8.20***
β GARCH Volatility persistence	0.8433	42.62***

γ₁	-0.1689	-4.47***
γ₂	0.3598	5.34***

V-Lab

Kd Chem Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Kd Chem Co Ltd Analyses