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	3.8727	3.11***
α ARCH Response to squared shocks	0.2008	5.73***
β GARCH Volatility persistence	0.7359	15.96***

γ₁	0.4334	2.52**
γ₂	-0.8396	-3.14***

V-Lab

USCB Financial Holdings Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other USCB Financial Holdings Inc Analyses