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	1.2852	0.05
α ARCH Response to squared shocks	0.2120	0.01
β GARCH Volatility persistence	0.7880	0.02

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M3 Technology Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other M3 Technology Inc Analyses