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	0.6897	2.58***
α ARCH Response to squared shocks	0.2188	26.19***
β GARCH Volatility persistence	0.7789	89.52***

γ₁	-0.3200	-4.17***
γ₂	0.9711	7.94***
γ₃	-1.3484	-21.28***
γ₄	1.0896	15.65***
γ₅	-0.5730	-7.68***
γ₆	0.3095	3.98***

V-Lab

TOP Energy Co Ltd-A Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other TOP Energy Co Ltd-A Analyses