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	1.1271	2.53**
α ARCH Response to squared shocks	0.1961	3.08***
β GARCH Volatility persistence	0.8036	12.59***

γ₁	-1.4066	-0.53
γ₂	1.7690	0.43
γ₃	-0.4464	-0.16
γ₄	0.3837	0.20
γ₅	-2.9759	-1.70*
γ₆	6.3081	2.71***
γ₇	-4.4665	-1.92*
γ₈	-2.8776	-1.04
γ₉	10.5082	2.18**
γ₁₀	-15.5072	-1.84*

V-Lab

RTG Mining Inc. Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other RTG Mining Inc. Analyses