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	0.4105	0.02
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9999	0.23

γ₁	-82.6614	-0.01
γ₂	113.5327	0.05
γ₃	-68.2278	-0.04
γ₄	75.7803	0.07
γ₅	-72.6075	-0.10
γ₆	52.6804	0.11
γ₇	-16.6849	-0.04
γ₈	-8.1926	-0.03

V-Lab

EMC Gold Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other EMC Gold Corp Analyses