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	0.7343	4.49***
α ARCH Response to squared shocks	0.2089	6.07***
β GARCH Volatility persistence	0.7844	27.99***

γ₁	-2.6320	-4.73***
γ₂	5.1026	5.85***
γ₃	-3.6015	-7.90***
γ₄	1.3890	5.60***

V-Lab

Sohu.com Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Sohu.com Ltd Analyses