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	0.9787	4.66***
α ARCH Response to squared shocks	0.4093	6.58***
β GARCH Volatility persistence	0.5876	9.28***

γ₁	-11.0420	-7.62***
γ₂	21.4895	6.73***

V-Lab

Qyuns Therapeutics Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Qyuns Therapeutics Co Ltd Analyses