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	1.1463	3.63***
α ARCH Response to squared shocks	0.0799	13.61***
β GARCH Volatility persistence	0.9106	135.23***

γ₁	-0.0418	-0.77
γ₂	0.0301	0.39
γ₃	0.0294	0.52
γ₄	-0.0334	-0.69
γ₅	0.0567	1.26
γ₆	-0.0558	-1.18
γ₇	0.0224	0.33

V-Lab

Crown Castle Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Crown Castle Inc Analyses