How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	116
α ARCH Response to squared shocks	0.1069	11.03***
β GARCH Volatility persistence	0.9068	529.66***
γ leverage Additional response to negative shocks	-0.0374	-1.98**
λ₁ tau intercept Baseline long-term coefficient	0.0000
λ₂ forecast adj. Forecast performance sensitivity	0.0001	6.79***
λ₃ tau persistence Long-term factor persistence	0.4230	136.18***

V-Lab

Qyuns Therapeutics Co Ltd ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Qyuns Therapeutics Co Ltd Analyses