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	1.4599	0.45
α ARCH Response to squared shocks	0.4097	0.24
β GARCH Volatility persistence	0.5903	0.35

γ₁	5.6324	0.03
γ₂	-25.1601	-0.18
γ₃	45.3580	0.64
γ₄	-39.6232	-0.56
γ₅	16.2714	0.46
γ₆	-3.7478	-0.29
γ₇	2.8400	0.40
γ₈	-3.0397	-0.61
γ₉	2.7922	0.64
γ₁₀	-3.6435	-0.68

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Mubang High-Tech Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Mubang High-Tech Co Ltd Analyses