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	2.1147	0.00
α ARCH Response to squared shocks	0.2286	0.00
β GARCH Volatility persistence	0.7714	0.00

γ₁	0.0705	0.00
γ₂	-0.2464	-0.01
γ₃	0.4304	0.01

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Datang Huayin Electric Power Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Datang Huayin Electric Power Co Ltd Analyses