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Apex Biotechnology Co Ltd Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Monday, July 27th, 2026

1 Day

1,647.55

increased by 23.69

1 Week

1,767.62

increased by 143.76

1 Month

2,067.91

increased by 444.05

Analysis last updated: Sunday, July 26, 2026 at 05:53 AM 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 illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Sep 10, 2001 to Jul 24, 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

1.7142
6.39***
α

ARCH

Response to squared shocks

0.1604
16.73***
β

GARCH

Volatility persistence

0.8289
85.18***
γi Spline Coefficients
K=1
γ10.0075
3.92***

Persistence:

0.989

Half-life:

64 days