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	1.0427	5.00***
α ARCH Response to squared shocks	0.1462	6.45***
β GARCH Volatility persistence	0.8537	37.64***

V-Lab

Cords Cable Industries Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Cords Cable Industries Ltd Analyses