How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8134	0.01
α ARCH Response to squared shocks	0.3560	0.00
β GARCH Volatility persistence	0.6440	0.00

γ₁	-0.5124	0.00
γ₂	0.6908	0.00
γ₃	-0.2063	0.00

V-Lab

Joyvio Food Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Joyvio Food Co Ltd Analyses