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	0.0918
α ARCH Response to squared shocks	0.2320
β GARCH Volatility persistence	0.7680

γ₁	-9.7629
γ₂	10.5539
γ₃	-20.8549
γ₄	42.2252
γ₅	-35.1134
γ₆	23.5100
γ₇	9.2625
γ₈	-32.3576
γ₉	39.7467
γ₁₀	-15.0366

V-Lab

Northwest Biotherapeutics Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Northwest Biotherapeutics Inc Analyses