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	1.1249	3.24***
α ARCH Response to squared shocks	0.2547	13.20***
β GARCH Volatility persistence	0.7446	38.46***

γ₁	0.3686	5.44***
γ₂	-0.7487	-6.22***

V-Lab

Akso Health Group Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Akso Health Group Analyses