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	0.9280	1.90*
α ARCH Response to squared shocks	0.1112	6.46***
β GARCH Volatility persistence	0.8544	36.82***

γ₁	0.9198	2.51**
γ₂	-2.0684	-4.21***
γ₃	2.4749	7.82***

V-Lab

Xiaomi Corporation Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Xiaomi Corporation Analyses