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	5.0000	0.07
α ARCH Response to squared shocks	0.1013	18.20***
β GARCH Volatility persistence	0.8870	372.84***
γ leverage Additional response to negative shocks	0.0235	3.33***

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Liberty Gold Corp Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Liberty Gold Corp Analyses