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How returns affect tomorrow's illiquidity

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Param	Value	t-stat
ωconst	1.8162	2.09**
αARCH	0.1860	12.79***
βGARCH	0.8137	55.49***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8162	2.09**
α ARCH Response to squared shocks	0.1860	12.79***
β GARCH Volatility persistence	0.8137	55.49***

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Corbus Pharmaceuticals Holdings Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Corbus Pharmaceuticals Holdings Inc Analyses