Red Star Macalline Group Corp Ltd Spline ILLIQ Liquidity Analysis
Liquidity prediction for Thursday, July 9th, 2026
1 Day
4,079.84
decreased by 810.50
1 Week
5,581.86
increased by 691.52
1 Month
6,019.37
increased by 1,129.03
Analysis last updated: Thursday, July 9, 2026 at 06:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jun 26, 2015 to Jul 3, 2026Model Insight
With persistence 0.994, illiquidity shocks have a half-life of 111 trading days (~0.4 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 | 0.7810 | 3.96*** |
α ARCH Response to squared shocks | 0.2594 | 9.47*** |
β GARCH Volatility persistence | 0.7344 | 29.91*** |
Spline Coefficients
K=1
| γ1 | -0.0269 | -1.24 |
Persistence:
0.994
Half-life:
111 days
Other Red Star Macalline Group Corp Ltd Analyses
Other Spline ILLIQ Analyses on International Equities