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	1.2882	0.01
α ARCH Response to squared shocks	0.1517	0.00
β GARCH Volatility persistence	0.8483	0.00

γ₁	0.0532	0.00
γ₂	-0.2794	0.00
γ₃	0.4704	0.00

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Reliance Infrastructure Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Reliance Infrastructure Ltd Analyses