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	0.7281
α ARCH Response to squared shocks	0.2198
β GARCH Volatility persistence	0.7802

γ₁	-12.0125
γ₂	28.8960
γ₃	6.5003
γ₄	-51.3446
γ₅	15.6623

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Haoxi Health Technology Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Haoxi Health Technology Ltd Analyses