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	1.4401	2.65***
α ARCH Response to squared shocks	0.2666	13.43***
β GARCH Volatility persistence	0.7308	37.93***

γ₁	0.0540	1.15
γ₂	-0.0212	-0.28
γ₃	-0.5826	-15.40***
γ₄	1.7982	13.56***

V-Lab

Sichuan Chuantou Energy Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Sichuan Chuantou Energy Co Ltd Analyses