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	0.0687
α ARCH Response to squared shocks	0.5426
β GARCH Volatility persistence	0.4574

γ₁	-22.8317
γ₂	48.7102
γ₃	10.3218

V-Lab

Biora Therapeutics Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Biora Therapeutics Inc Analyses