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	5.0000	4.85***
α ARCH Response to squared shocks	0.1192	12.01***
β GARCH Volatility persistence	0.8306	162.19***
γ leverage Additional response to negative shocks	0.1005	6.31***

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Tongda Group Holdings Ltd Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Tongda Group Holdings Ltd Analyses