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How returns affect tomorrow's illiquidity

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Param	Value	t-stat
ωconst	0.5718	0.02
αARCH	0.3039	0.00
βGARCH	0.6961	0.00

γ₁	-0.3044	-0.05
γ₂	0.8137	0.01
γ₃	-1.0490	-0.01
γ₄	1.4351	0.03
γ₅	-1.9390	-1.35
γ₆	5.4186	0.06

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5718	0.02
α ARCH Response to squared shocks	0.3039	0.00
β GARCH Volatility persistence	0.6961	0.00

γ₁	-0.3044	-0.05
γ₂	0.8137	0.01
γ₃	-1.0490	-0.01
γ₄	1.4351	0.03
γ₅	-1.9390	-1.35
γ₆	5.4186	0.06

V-Lab

Carisma Therapeutics Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Carisma Therapeutics Inc Analyses