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	0.8315
α ARCH Response to squared shocks	0.3360
β GARCH Volatility persistence	0.6640

γ₁	-3.8442
γ₂	9.2428
γ₃	-8.1030
γ₄	14.9276
γ₅	-26.9074
γ₆	20.1618
γ₇	-7.9599
γ₈	4.3093
γ₉	-1.1955
γ₁₀	-2.3830

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