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	6.4087
α ARCH Response to squared shocks	0.1064
β GARCH Volatility persistence	0.8936

γ₁	0.2577
γ₂	-1.8724
γ₃	2.6489
γ₄	-0.6393
γ₅	-0.0675
γ₆	-1.0823

V-Lab

Hep Tech Co. Ltd. Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Hep Tech Co. Ltd. Analyses