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	25.4041
α ARCH Response to squared shocks	0.2024
β GARCH Volatility persistence	0.7976

γ₁	0.1420
γ₂	-0.8266
γ₃	1.9669
γ₄	-2.6480
γ₅	2.1671
γ₆	-0.6965

V-Lab

Arihant Superstructures Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Arihant Superstructures Ltd Analyses