How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.1527	4.00***
β GARCH Volatility persistence	0.8180	72.42***
γ leverage Additional response to negative shocks	-0.0968	-2.12**
λ₁ tau intercept Baseline long-term coefficient	3.1402	1.50
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9964	215.12***

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Lithium Americas Corp -Spn ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Lithium Americas Corp -Spn Analyses