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	1.1054	5.25***
α ARCH Response to squared shocks	0.0884	4.85***
β GARCH Volatility persistence	0.8795	29.62***

γ₁	-0.6108	-4.94***
γ₂	1.0163	4.80***

V-Lab

Coronado Global Resources Inc. Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Coronado Global Resources Inc. Analyses