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	5.4805
α ARCH Response to squared shocks	0.6124
β GARCH Volatility persistence	0.3517

γ₁	2.1917
γ₂	-6.0530
γ₃	19.3798
γ₄	-62.1739
γ₅	526.1330
γ₆	-2,660.9030
γ₇	5,626.2520
γ₈	-5,534.4880
γ₉	2,376.6520
γ₁₀	-343.7464

V-Lab

Tycoon Holding Co for Financial Investments Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Tycoon Holding Co for Financial Investments Analyses