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	0.0188	6.37***
α ARCH Response to squared shocks	0.0196	19.83***
β GARCH Volatility persistence	0.9641	1,348.34***
γ leverage Additional response to negative shocks	0.0312	18.97***

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ExxonMobil Holdings Corp Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other ExxonMobil Holdings Corp Analyses