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	0.1765	0.00
α ARCH Response to squared shocks	0.3688	0.00
β GARCH Volatility persistence	0.6312	0.00

γ₁	-0.5554	-0.01
γ₂	0.4964	0.00
γ₃	0.2434	0.00
γ₄	-0.7230	-0.01

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Hubei Geoway Investment Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

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