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	0.6980	0.08
α ARCH Response to squared shocks	0.2082	0.00
β GARCH Volatility persistence	0.7918	0.01

γ₁	-2.2692	-0.01
γ₂	1.6084	0.02
γ₃	2.0823	0.01
γ₄	-1.6832	0.00
γ₅	-0.0712	0.00
γ₆	0.5198	0.00
γ₇	-0.8587	-0.01
γ₈	1.7258	0.01
γ₉	-1.9845	-0.05
γ₁₀	1.7929	0.02

V-Lab

Genesis Technology Inc (Twn) Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Genesis Technology Inc (Twn) Analyses