How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9588	0.28
α ARCH Response to squared shocks	0.2067	0.05
β GARCH Volatility persistence	0.7933	0.17

γ₁	-0.1323	-0.59
γ₂	0.2403	0.52

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FabricAI Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

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