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	0.3543	1.58
α ARCH Response to squared shocks	0.2774	5.57***
β GARCH Volatility persistence	0.7172	14.15***

γ₁	-26.0197	-5.34***
γ₂	34.2364	4.04***
γ₃	-21.1895	-2.39**
γ₄	26.5799	2.71***
γ₅	-18.6618	-2.05**
γ₆	0.8721	0.10
γ₇	10.7304	1.45
γ₈	-6.4622	-1.09
γ₉	-4.3437	-0.51

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Gorilla Techno Gro Inc -Redh Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Gorilla Techno Gro Inc -Redh Analyses