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	0.9325	8.07***
α ARCH Response to squared shocks	0.1427	9.58***
β GARCH Volatility persistence	0.8565	58.82***

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High Templar Tech Limited Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other High Templar Tech Limited Analyses