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	1.1256	0.02
α ARCH Response to squared shocks	0.2262	0.00
β GARCH Volatility persistence	0.7738	0.00

γ₁	0.2953	0.00
γ₂	-1.0718	0.00

V-Lab

Haosen Fintech Group Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Haosen Fintech Group Ltd Analyses