How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.4481	0.55
β GARCH Volatility persistence	0.5973	18.71***
γ leverage Additional response to negative shocks	-0.1693	-0.10
λ₁ tau intercept Baseline long-term coefficient	4.7016	1.53
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9982	133.32***

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Hubei Geoway Investment Co Ltd ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Hubei Geoway Investment Co Ltd Analyses