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	1.0617	4.53***
α ARCH Response to squared shocks	0.1335	4.06***
β GARCH Volatility persistence	0.7927	14.27***

γ₁	-0.2305	-0.30
γ₂	-2.3949	-1.99**
γ₃	6.8180	6.30***

V-Lab

Krishival Foods Limited Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Krishival Foods Limited Analyses