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	1.2774	0.02
α ARCH Response to squared shocks	0.1667	0.01
β GARCH Volatility persistence	0.8333	0.03

γ₁	-1.4864	-0.01
γ₂	2.1159	0.01
γ₃	-0.8919	-0.01
γ₄	0.3970	0.01

V-Lab

Geopark Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

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