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	1.5320	4.79***
α ARCH Response to squared shocks	0.1998	4.35***
β GARCH Volatility persistence	0.7334	11.90***

γ₁	-2.2570	-3.90***
γ₂	3.9628	4.29***
γ₃	-2.8755	-4.09***

V-Lab

Life360, Inc. Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Life360, Inc. Analyses