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	1.4101	6.23***
α ARCH Response to squared shocks	0.2334	3.72***
β GARCH Volatility persistence	0.6200	5.12***

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Apimeds Pharmaceutica US Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Apimeds Pharmaceutica US Inc Analyses