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	1.3767	14.43***
α ARCH Response to squared shocks	0.0819	5.97***
β GARCH Volatility persistence	0.8600	34.04***

V-Lab

Genesis Energy Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Genesis Energy Ltd Analyses