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	0.0993	2.67***
α ARCH Response to squared shocks	0.2047	4.55***
β GARCH Volatility persistence	0.7282	9.61***

γ₁	-0.3401	-0.09
γ₂	-2.3812	-0.39
γ₃	11.6955	2.60***
γ₄	-17.8627	-5.23***
γ₅	6.8167	2.64***
γ₆	18.8884	6.23***
γ₇	-35.1307	-6.62***

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Longevity Health Holdings Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Longevity Health Holdings Inc Analyses