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	0.9666	3.90***
α ARCH Response to squared shocks	0.1984	12.96***
β GARCH Volatility persistence	0.7973	55.12***

γ₁	-0.2019	-3.54***
γ₂	0.3557	3.55***

V-Lab

Protara Therapeutic Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Protara Therapeutic Inc Analyses