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	2.7514	0.00
α ARCH Response to squared shocks	0.1945	0.00
β GARCH Volatility persistence	0.8055	0.00

γ₁	1.1116	0.00
γ₂	-4.5036	0.00
γ₃	7.2147	0.03
γ₄	-5.7187	-0.01
γ₅	2.6439	0.02
γ₆	-1.4490	0.00
γ₇	1.2640	0.00
γ₈	-0.7870	0.00
γ₉	0.2529	0.00
γ₁₀	0.0745	0.00

V-Lab

Kohinoor Foods Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Kohinoor Foods Ltd Analyses