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	5.0228
α ARCH Response to squared shocks	0.2755
β GARCH Volatility persistence	0.7245

γ₁	-0.2264
γ₂	0.6573
γ₃	-1.2242
γ₄	3.7012

V-Lab

Carisma Therapeutics Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

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