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	1.1273	3.75***
α ARCH Response to squared shocks	0.1248	4.90***
β GARCH Volatility persistence	0.8749	34.26***

γ₁	-1.4902	-0.71
γ₂	5.2314	1.35
γ₃	-10.6739	-1.79*
γ₄	14.9721	1.78*
γ₅	-10.0475	-1.50
γ₆	-0.6369	-0.23
γ₇	5.6878	2.79***
γ₈	-5.7837	-2.57**
γ₉	5.6923	2.26**

V-Lab

Kore Potash plc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Kore Potash plc Analyses