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	0.8476	0.09
α ARCH Response to squared shocks	0.1199	0.00
β GARCH Volatility persistence	0.8801	0.02

γ₁	-0.5870	0.00
γ₂	2.0459	0.01
γ₃	-2.6139	-0.01
γ₄	1.7285	0.01
γ₅	-1.3839	-0.03
γ₆	1.6656	0.01

V-Lab

Adc India Communications Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Adc India Communications Ltd Analyses