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	1.8289	12.75***
α ARCH Response to squared shocks	0.2038	4.35***
β GARCH Volatility persistence	0.5005	5.19***

V-Lab

Cellecor Gadgets Limited Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Cellecor Gadgets Limited Analyses