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	4.0142	2.37**
α ARCH Response to squared shocks	0.1581	7.28***
β GARCH Volatility persistence	0.8418	38.66***

V-Lab

OppFi Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other OppFi Inc Analyses