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	1.0826	0.00
α ARCH Response to squared shocks	0.2300	0.00
β GARCH Volatility persistence	0.7700	0.01

γ₁	-0.7698	0.00
γ₂	4.4960	0.00
γ₃	-11.3544	-0.01
γ₄	15.0983	0.00
γ₅	-10.0339	0.00
γ₆	2.4372	0.00
γ₇	-0.3705	-0.01
γ₈	0.9842	0.00
γ₉	-0.1935	0.00
γ₁₀	-1.8942	0.00

V-Lab

Unique Optical Industrial Co Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Unique Optical Industrial Co Analyses