How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.0894	16.26***
β GARCH Volatility persistence	0.8530	72.69***
γ leverage Additional response to negative shocks	0.0003	0.15
λ₁ tau intercept Baseline long-term coefficient	4,821.4411

V-Lab

Ardent Health Inc ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Ardent Health Inc Analyses