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	0.9328	1.99**
α ARCH Response to squared shocks	0.1113	6.39***
β GARCH Volatility persistence	0.8521	34.89***

γ₁	0.9564	2.68***
γ₂	-2.1227	-4.44***
γ₃	2.4608	7.92***

V-Lab

Xiaomi Corporation Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Xiaomi Corporation Analyses