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	3.9285	4.90***
α ARCH Response to squared shocks	0.0486	14.06***
β GARCH Volatility persistence	0.8707	405.53***
γ leverage Additional response to negative shocks	0.1391	23.08***

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Phytohealth Corp Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Phytohealth Corp Analyses