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	5.0000	0.40
α ARCH Response to squared shocks	0.0583	4.17***
β GARCH Volatility persistence	0.9048	87.83***
γ leverage Additional response to negative shocks	0.0738	2.51**

V-Lab

Funko, Inc. Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Funko, Inc. Analyses