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	6.4433	2.98***
α ARCH Response to squared shocks	0.2044	7.63***
β GARCH Volatility persistence	0.7731	29.66***

γ₁	0.1637	0.52
γ₂	0.2877	0.62
γ₃	-0.6211	-1.90*
γ₄	0.0616	0.20
γ₅	0.0169	0.06
γ₆	0.4546	1.25
γ₇	-2.9200	-3.02***
γ₈	6.3283	3.22***
γ₉	-5.4276	-2.88***

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Idaho Strtegic Resources Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Idaho Strtegic Resources Inc Analyses