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	3.3207	2.15**
α ARCH Response to squared shocks	0.1681	9.01***
β GARCH Volatility persistence	0.8311	43.78***

γ₁	-0.9227	-1.03
γ₂	2.4318	1.78*
γ₃	-2.4386	-2.65***

V-Lab

American Resources Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other American Resources Corp Analyses