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V-Lab

Litu Holdings Ltd Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Monday, August 24th, 2026

1 Day

5,509,435.00

decreased by 879,539.00

1 Week

5,949,204.50

decreased by 439,769.50

1 Month

5,870,878.40

decreased by 518,095.60

Analysis last updated: Saturday, August 22, 2026 at 08:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Litu Holdings Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Mar 30, 2009 to Aug 21, 2026

Model Insight

With persistence 0.996, illiquidity shocks have a half-life of 173 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8936
2.23**
α

ARCH

Response to squared shocks

0.2204
5.40***
β

GARCH

Volatility persistence

0.7756
18.89***
γi Spline Coefficients
K=9
γ1-8.7608
-3.66***
γ215.0560
3.65***
γ3-9.6736
-4.00***
γ44.8261
5.18***
γ5-1.4112
-1.72*
γ6-1.0493
-1.24
γ72.4250
3.02***
γ8-2.9444
-2.63***
γ93.1511
1.88*

Persistence:

0.996

Half-life:

173 days