How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.2563
β GARCH Volatility persistence	0.0003
γ leverage Additional response to negative shocks	-0.0659
λ₁ tau intercept Baseline long-term coefficient	0.0208	5,203.50***
λ₂ forecast adj. Forecast performance sensitivity	0.1023
λ₃ tau persistence Long-term factor persistence	0.0068

V-Lab

Highlander Silver Corp ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Highlander Silver Corp Analyses