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	0.7165	0.00
α ARCH Response to squared shocks	0.2203	0.00
β GARCH Volatility persistence	0.7797	0.00

γ₁	-3.3018	0.00
γ₂	4.1271	0.00
γ₃	-1.0722	0.00
γ₄	0.3793	0.00
γ₅	-0.1577	-0.01
γ₆	0.2277	0.00
γ₇	-0.6719	0.00
γ₈	1.0018	0.01
γ₉	-0.3173	0.00

V-Lab

Dish Tv India Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Dish Tv India Ltd Analyses