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	1.3249	2.39**
α ARCH Response to squared shocks	0.2957	2.01**
β GARCH Volatility persistence	0.4768	2.22**

γ₁	-24.0003	-2.76***
γ₂	36.7214	2.99***
γ₃	-11.9025	-1.46

V-Lab

Xanadu Quantum Technologies Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Xanadu Quantum Technologies Ltd Analyses