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	0.71
α ARCH Response to squared shocks	0.1584	5.71***
β GARCH Volatility persistence	0.8584	117.95***
γ leverage Additional response to negative shocks	-0.0336	-0.97

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Gorilla Techno Gro Inc -Redh Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Gorilla Techno Gro Inc -Redh Analyses