How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0162	7.12***
α ARCH Response to squared shocks	0.0818	7.85***
β GARCH Volatility persistence	0.9072	81.60***

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Cloudflare Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

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