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	1.2866	7.54***
α ARCH Response to squared shocks	0.1023	2.45**
β GARCH Volatility persistence	0.7911	8.78***

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Kente Catalysts Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Kente Catalysts Inc Analyses