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	4.4446	3.95***
α ARCH Response to squared shocks	0.2021	7.09***
β GARCH Volatility persistence	0.7800	30.88***

γ₁	-0.6738	-4.46***
γ₂	1.2119	5.00***
γ₃	-0.7131	-4.01***
γ₄	0.2876	1.79*
γ₅	-0.1407	-0.74
γ₆	-0.0392	-0.15

V-Lab

Egetis Therapeutics Ab (Publ Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Egetis Therapeutics Ab (Publ Analyses