How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.1151	29.33***
β GARCH Volatility persistence	0.8641	173.66***
γ leverage Additional response to negative shocks	0.0049	2.85***
λ₁ tau intercept Baseline long-term coefficient	7,002.5360

V-Lab

Webtoon Entertainment Inc ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Webtoon Entertainment Inc Analyses