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	5.0000	1.21
α ARCH Response to squared shocks	0.0035	0.54
β GARCH Volatility persistence	0.9727	185.99***
γ leverage Additional response to negative shocks	0.0476	2.52**

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Chams Holding Company PLC Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Chams Holding Company PLC Analyses