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	3.9451	3.91***
α ARCH Response to squared shocks	0.1235	12.66***
β GARCH Volatility persistence	0.8631	131.37***
γ leverage Additional response to negative shocks	0.0268	2.20**

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Ginkgo Bioworks Holdings Inc Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Ginkgo Bioworks Holdings Inc Analyses