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How returns affect tomorrow's illiquidity

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Param	Value	t-stat
ωconst	0.5090	0.68
αARCH	0.1472	0.01
βGARCH	0.8528	0.07

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5090	0.68
α ARCH Response to squared shocks	0.1472	0.01
β GARCH Volatility persistence	0.8528	0.07

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Aurora Cannabis Inc. Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Aurora Cannabis Inc. Analyses