How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6479	5.38***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9928	2.88***

V-Lab

CoastalSouth Bancshares Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other CoastalSouth Bancshares Inc Analyses