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	1.8825	3.49***
α ARCH Response to squared shocks	0.0675	15.67***
β GARCH Volatility persistence	0.8673	295.81***
γ leverage Additional response to negative shocks	0.1242	19.62***

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Jumia Technologies AG Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Jumia Technologies AG Analyses