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	2.1276	0.87
α ARCH Response to squared shocks	0.9769	16.49***
β GARCH Volatility persistence	0.0000	0.00

γ₁	-4.1985	-2.13**
γ₂	7.8963	2.56**
γ₃	-8.6959	-3.42***

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Hushan Autoparts Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Hushan Autoparts Inc Analyses