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	1.2525	0.00
α ARCH Response to squared shocks	0.2319	0.00
β GARCH Volatility persistence	0.7681	0.00

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Laxmi Goldorna House Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Laxmi Goldorna House Ltd Analyses