How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.4597	12.01***
β GARCH Volatility persistence	0.7194	86.07***
γ leverage Additional response to negative shocks	-0.3582	-5.94***
λ₁ tau intercept Baseline long-term coefficient	180,686.2000

V-Lab

Hep Tech Co. Ltd. ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Hep Tech Co. Ltd. Analyses