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{name} Model Equation

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How returns affect tomorrow's illiquidity

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	1.8440	13.91***
αARCH	0.1226	2.23**
βGARCH	0.2730	1.13

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8440	13.91***
α ARCH Response to squared shocks	0.1226	2.23**
β GARCH Volatility persistence	0.2730	1.13

V-Lab

Starz Entertainment Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Starz Entertainment Corp Analyses