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	5.0000	0.06
α ARCH Response to squared shocks	0.0199	2.62***
β GARCH Volatility persistence	0.9085	211.92***
γ leverage Additional response to negative shocks	0.1432	3.26***

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Asian Hotels (North) Ltd Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Asian Hotels (North) Ltd Analyses