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	4.4259	6.94***
α ARCH Response to squared shocks	0.0488	8.00***
β GARCH Volatility persistence	0.8976	250.59***
γ leverage Additional response to negative shocks	0.0960	7.87***

V-Lab

Hoegh Autoliners Asa Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Hoegh Autoliners Asa Analyses