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	0.4795	0.00
α ARCH Response to squared shocks	0.2833	0.00
β GARCH Volatility persistence	0.7166	0.00

γ₁	3.4264	0.00
γ₂	-10.0790	0.00
γ₃	11.8763	0.00
γ₄	-7.3541	0.00
γ₅	2.6736	0.00
γ₆	-1.2552	0.00
γ₇	1.2860	0.71
γ₈	-1.0846	0.00
γ₉	1.1705	0.00
γ₁₀	-1.2967	0.00

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Tsh Biopharm Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Tsh Biopharm Co Ltd Analyses