How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.9992	0.02
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7937	15.61***
γ leverage Additional response to negative shocks	0.4126	1.16

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Biora Therapeutics Inc Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

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