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	5.0000	2.46**
α ARCH Response to squared shocks	0.0688	10.97***
β GARCH Volatility persistence	0.9186	362.80***
γ leverage Additional response to negative shocks	0.0251	2.39**

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Zhongyu Energy Holdings Ltd Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Zhongyu Energy Holdings Ltd Analyses