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	1.0418	0.00
α ARCH Response to squared shocks	0.2526	0.00
β GARCH Volatility persistence	0.7474	0.00

γ₁	-0.5552	0.00
γ₂	0.1532	0.00
γ₃	0.7786	0.00
γ₄	-0.4002	0.00
γ₅	-0.0554	0.00
γ₆	0.1407	0.00

V-Lab

Huadian Power International Corp Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Huadian Power International Corp Ltd Analyses