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	0.1050	2.64***
α ARCH Response to squared shocks	0.2095	4.68***
β GARCH Volatility persistence	0.7281	10.10***

γ₁	-0.2191	-0.06
γ₂	-2.7137	-0.43
γ₃	11.9679	2.60***
γ₄	-17.1487	-4.90***
γ₅	3.9656	1.37
γ₆	22.7989	5.91***
γ₇	-35.2320	-5.73***

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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