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	1.1806	4.76***
α ARCH Response to squared shocks	0.1363	9.62***
β GARCH Volatility persistence	0.8529	61.58***

γ₁	0.0722	1.31
γ₂	-0.2551	-3.03***
γ₃	0.4527	7.38***
γ₄	-0.7697	-8.28***

V-Lab

Liberty Gold Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Liberty Gold Corp Analyses