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	0.0370
α ARCH Response to squared shocks	0.3107
β GARCH Volatility persistence	0.6893

γ₁	-9.8077
γ₂	15.4360
γ₃	-1.2203
γ₄	-2.4517
γ₅	-5.7267
γ₆	21.9890
γ₇	-39.5394

V-Lab

Genesis Healthcare Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Genesis Healthcare Inc Analyses