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	0.0895
α ARCH Response to squared shocks	0.1529
β GARCH Volatility persistence	0.8471

γ₁	-5.7743
γ₂	5.1900
γ₃	4.6810
γ₄	-4.7192
γ₅	7.3095
γ₆	13.0921

V-Lab

Northwest Biotherapeutics Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Northwest Biotherapeutics Inc Analyses