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	0.8974	0.01
α ARCH Response to squared shocks	0.1662	0.00
β GARCH Volatility persistence	0.8338	0.01

γ₁	-1.4050	0.00
γ₂	1.1276	0.00
γ₃	0.0081	0.00

V-Lab

Sharat Industries Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Sharat Industries Ltd Analyses