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	0.7792	2.51**
α ARCH Response to squared shocks	0.1586	0.29
β GARCH Volatility persistence	0.8414	1.52

γ₁	-0.1160	-0.08
γ₂	0.1582	0.08

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Copartner Technology Co Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Copartner Technology Co Analyses