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	0.5802	3.42***
α ARCH Response to squared shocks	0.2162	2.26**
β GARCH Volatility persistence	0.7837	8.18***

γ₁	-1.1420	-5.21***
γ₂	3.4087	6.38***
γ₃	-3.8814	-7.70***
γ₄	1.8588	9.06***
γ₅	-0.1193	-0.78
γ₆	-0.1270	-0.59
γ₇	-0.1343	-0.63

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SmarTone Telecommunications Holdings Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other SmarTone Telecommunications Holdings Ltd Analyses