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	2.1107	5.59***
α ARCH Response to squared shocks	0.1546	6.22***
β GARCH Volatility persistence	0.8309	30.69***

V-Lab

Emlak Konut Gayrimenkul Yatirim Ortakligi AS Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Emlak Konut Gayrimenkul Yatirim Ortakligi AS Analyses