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V-Lab

Hubei W-OLF Photoelectric Technology Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 13th, 2026

1 Day

118.67

increased by 0.57

1 Week

146.49

increased by 28.39

1 Month

119.75

increased by 1.65

Analysis last updated: Saturday, July 11, 2026 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Hubei W-OLF Photoelectric Technology Co Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Sep 17, 2019 to Jul 10, 2026

Model Insight

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 4 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9120
4.31***
α

ARCH

Response to squared shocks

0.3634
7.83***
β

GARCH

Volatility persistence

0.4844
10.50***
γi Spline Coefficients
K=2
γ1-0.2153
-3.68***
γ20.4075
4.49***

Persistence:

0.848

Half-life:

4 days