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	5.0000	0.17
α ARCH Response to squared shocks	0.1598	20.56***
β GARCH Volatility persistence	0.8238	256.55***
γ leverage Additional response to negative shocks	0.0328	3.17***

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Protara Therapeutic Inc Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Protara Therapeutic Inc Analyses