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	1.2173	11.79***
α ARCH Response to squared shocks	0.1587	6.14***
β GARCH Volatility persistence	0.5006	9.88***

γ₁	-0.8916	-6.52***
γ₂	1.7321	8.80***
γ₃	-1.7564	-12.92***
γ₄	1.6365	8.30***

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Wuxi Paike New Materials Technology Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Wuxi Paike New Materials Technology Co Ltd Analyses