How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1170
α ARCH Response to squared shocks	0.0748
β GARCH Volatility persistence	0.9252

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Ralph Lauren Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Ralph Lauren Corp Analyses