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	0.8839	3.29***
α ARCH Response to squared shocks	0.2559	3.98***
β GARCH Volatility persistence	0.2104	1.12

γ₁	-8.3473	-2.52**
γ₂	16.1919	3.65***
γ₃	-15.3060	-4.68***

V-Lab

Ganesh Infraworld Limited Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Ganesh Infraworld Limited Analyses