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	0.0167	0.05
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9996	0.27

γ₁	-2,182.6290	-0.21
γ₂	2,976.6750	0.97
γ₃	-1,127.9950	-0.61
γ₄	554.5545	0.40
γ₅	-199.0943	-0.23
γ₆	-374.8192	-0.48

V-Lab

Bleichroeder Acquisition Corp II Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Bleichroeder Acquisition Corp II Analyses