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	0.0241	0.12
α ARCH Response to squared shocks	0.2723	0.00
β GARCH Volatility persistence	0.7277	0.00

γ₁	1.1981	0.00
γ₂	-1.4991	0.00
γ₃	2.5543	0.00
γ₄	-18.1129	0.00
γ₅	89.8929	0.00

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Heramba Electric PLC -Redh Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Heramba Electric PLC -Redh Analyses