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	1.1826	4.75***
α ARCH Response to squared shocks	0.1361	9.59***
β GARCH Volatility persistence	0.8533	61.61***

γ₁	0.0728	1.30
γ₂	-0.2573	-3.03***
γ₃	0.4557	7.34***
γ₄	-0.7621	-8.17***

V-Lab

Liberty Gold Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Liberty Gold Corp Analyses