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	0.0651	0.00
α ARCH Response to squared shocks	0.1657	0.00
β GARCH Volatility persistence	0.8343	0.00

γ₁	-4.2910	0.00
γ₂	3.1862	0.00
γ₃	2.9329	0.00
γ₄	-2.6859	0.00
γ₅	2.2496	0.00
γ₆	-0.7661	0.00
γ₇	-2.0436	0.00
γ₈	1.5583	0.00
γ₉	-1.8038	0.00

V-Lab

Get Nice Holdings Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Get Nice Holdings Ltd Analyses