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How returns affect tomorrow's illiquidity

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Param	Value	t-stat
ωconst	1.1141	9.25***
αARCH	0.1135	2.60***
βGARCH	0.8540	12.55***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1141	9.25***
α ARCH Response to squared shocks	0.1135	2.60***
β GARCH Volatility persistence	0.8540	12.55***

V-Lab

Connplex Cinemas Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Connplex Cinemas Ltd Analyses