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	0.3214	21.96***
β GARCH Volatility persistence	0.6538	52.03***
γ leverage Additional response to negative shocks	-0.0233	-2.48**
λ₁ tau intercept Baseline long-term coefficient	400,622.9752

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Autozi Internet Technology Global Ltd ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Autozi Internet Technology Global Ltd Analyses