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	1.2315	12.15***
α ARCH Response to squared shocks	0.1562	6.04***
β GARCH Volatility persistence	0.4963	9.53***

γ₁	-0.8490	-6.51***
γ₂	1.6663	8.87***
γ₃	-1.7427	-13.46***
γ₄	1.7419	9.65***

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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