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	10.4209	0.04
α ARCH Response to squared shocks	0.1694	0.05
β GARCH Volatility persistence	0.8306	0.24

γ₁	-2.2850	-1.89*
γ₂	4.0176	1.57
γ₃	-3.4489	-0.19
γ₄	2.6710	0.17
γ₅	-1.6186	-1.03
γ₆	4.1733	0.08
γ₇	-10.0821	-0.07

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Continental Aerospace Technologies Holding Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Continental Aerospace Technologies Holding Ltd Analyses