How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.0922	25.91***
β GARCH Volatility persistence	0.8771	192.47***
γ leverage Additional response to negative shocks	-0.0030	-1.45
λ₁ tau intercept Baseline long-term coefficient	71,999.9500

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Argo Global Listed Infrastructure Limited ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Argo Global Listed Infrastructure Limited Analyses