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	2.2789	4.78***
α ARCH Response to squared shocks	0.2192	2.33**
β GARCH Volatility persistence	0.5511	2.86***

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Shanghai Bao Pharmaceuticals Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Shanghai Bao Pharmaceuticals Co Ltd Analyses