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	1.2110	0.00
α ARCH Response to squared shocks	0.2357	0.00
β GARCH Volatility persistence	0.7643	0.00

γ₁	5.7473	0.00
γ₂	-0.0793	0.00
γ₃	-38.1260	0.00
γ₄	109.9833	0.00
γ₅	-161.7423	0.00
γ₆	105.4839	0.00
γ₇	-13.1529	0.00
γ₈	-4.4976	0.00
γ₉	-11.5813	0.00
γ₁₀	21.4242	0.00

V-Lab

Aplus Biotechnology Corp Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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