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Apex Biotechnology Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Friday, July 17th, 2026

1 Day

1,777.70

decreased by 224.73

1 Week

1,907.74

decreased by 94.69

1 Month

1,974.61

decreased by 27.82

Analysis last updated: Friday, July 17, 2026 at 08:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Apex Biotechnology Co Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Sep 10, 2001 to Jul 3, 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 64 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.7273
6.42***
α

ARCH

Response to squared shocks

0.1606
16.72***
β

GARCH

Volatility persistence

0.8287
84.99***
γi Spline Coefficients
K=1
γ10.0077
3.99***

Persistence:

0.989

Half-life:

64 days