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	0.3228	3.44***
α ARCH Response to squared shocks	0.0704	16.94***
β GARCH Volatility persistence	0.8837	329.00***
γ leverage Additional response to negative shocks	0.0830	13.71***

V-Lab

Beyond Meat Inc Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Beyond Meat Inc Analyses