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	0.2777
α ARCH Response to squared shocks	0.2287
β GARCH Volatility persistence	0.7713

γ₁	2.6389
γ₂	-4.9141
γ₃	4.7981
γ₄	-5.8740
γ₅	5.6245
γ₆	-3.6613
γ₇	3.3903

V-Lab

Tongda Group Holdings Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Tongda Group Holdings Ltd Analyses