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	0.7074	2.56**
α ARCH Response to squared shocks	0.2183	26.11***
β GARCH Volatility persistence	0.7794	89.60***

γ₁	-0.3055	-4.05***
γ₂	0.9351	7.81***
γ₃	-1.3139	-21.45***
γ₄	1.0755	15.70***
γ₅	-0.5749	-7.80***
γ₆	0.3223	4.06***

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