CosLeaguer Global Co Ltd Spline ILLIQ Liquidity Analysis
Liquidity prediction for Monday, July 20th, 2026
1 Day
7,012.17
increased by 5,090.08
1 Week
3,561.69
increased by 1,639.60
1 Month
2,543.95
increased by 621.86
Analysis last updated: Friday, July 17, 2026 at 08:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Oct 16, 2007 to Jul 16, 2026Model Insight
With persistence 0.997, illiquidity shocks have a half-life of 240 trading days (~1.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.5196 | 4.86*** |
α ARCH Response to squared shocks | 0.2442 | 11.42*** |
β GARCH Volatility persistence | 0.7529 | 35.80*** |
Spline Coefficients
K=1
| γ1 | 0.0182 | 4.29*** |
Persistence:
0.997
Half-life:
240 days
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