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	1.7742	5.47***
α ARCH Response to squared shocks	0.0663	16.90***
β GARCH Volatility persistence	0.8698	367.61***
γ leverage Additional response to negative shocks	0.1204	18.53***

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Jinli Group Holdings Ltd Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Jinli Group Holdings Ltd Analyses