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	0.6908	0.00
α ARCH Response to squared shocks	0.1031	0.00
β GARCH Volatility persistence	0.8969	0.01

γ₁	2.2591	0.00
γ₂	-8.1700	0.00
γ₃	10.4130	0.00
γ₄	-5.3146	0.00
γ₅	0.6355	0.00
γ₆	0.7808	0.00
γ₇	-1.5979	0.00
γ₈	2.1935	0.00
γ₉	-1.4476	0.00

V-Lab

X-Legend Entertainment Co Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other X-Legend Entertainment Co Analyses