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	2.0747	2.96***
α ARCH Response to squared shocks	0.0086	3.64***
β GARCH Volatility persistence	0.9300	244.42***
γ leverage Additional response to negative shocks	0.1006	12.22***

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CABIO Biotech Wuhan Co Ltd Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other CABIO Biotech Wuhan Co Ltd Analyses