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	0.7662	3.83***
α ARCH Response to squared shocks	0.1984	5.90***
β GARCH Volatility persistence	0.8013	23.84***

γ₁	-1.3049	-1.48
γ₂	3.9337	1.29
γ₃	-5.3940	-1.15
γ₄	5.5306	1.65*
γ₅	-3.9927	-2.23**
γ₆	1.3309	1.40

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Ningxia Zhongke Biotechnology Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Ningxia Zhongke Biotechnology Co Ltd Analyses