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	1.0659	4.19***
α ARCH Response to squared shocks	0.1083	0.54
β GARCH Volatility persistence	0.8917	4.47***

V-Lab

Myriad Genetics Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Myriad Genetics Inc Analyses