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V-Lab

Fuji Ps Corp Spline ILLIQ Liquidity Analysis

Liquidity prediction for Thursday, July 9th, 2026

1 Day

2,006.70

decreased by 143.40

1 Week

2,144.51

decreased by 5.59

1 Month

2,254.69

increased by 104.59

Analysis last updated: Thursday, July 9, 2026 at 07:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fuji Ps Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Mar 24, 1995 to Jul 3, 2026

Model Insight

With persistence 0.999, illiquidity shocks have a half-life of 527 trading days (~2.1 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

1.1062
3.48***
α

ARCH

Response to squared shocks

0.0701
9.81***
β

GARCH

Volatility persistence

0.9286
126.87***
γi Spline Coefficients
K=2
γ1-0.0426
-3.51***
γ20.0798
4.10***

Persistence:

0.999

Half-life:

527 days