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	0.3874	1.97**
α ARCH Response to squared shocks	0.2655	5.81***
β GARCH Volatility persistence	0.7289	15.84***

γ₁	-21.0424	-5.28***
γ₂	27.1265	4.05***
γ₃	-16.4779	-2.43**
γ₄	24.5459	2.84***
γ₅	-24.2990	-3.44***
γ₆	13.3470	2.81***
γ₇	0.7620	0.15
γ₈	-9.6297	-1.23

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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