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	5.0745
α ARCH Response to squared shocks	0.3123
β GARCH Volatility persistence	0.6864

γ₁	-66.0941
γ₂	204.0161
γ₃	-215.2037
γ₄	75.7511
γ₅	414.2126
γ₆	-2,532.6804
γ₇	5,615.6381
γ₈	-5,799.3201
γ₉	2,880.9468
γ₁₀	-629.4034

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