How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000
α ARCH Response to squared shocks	0.7656	1.99**
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.4687	1.09

V-Lab

Northwest Biotherapeutics Inc Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

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