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V-Lab

Nms Holdings Corp Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

379.82

decreased by 80.69

1 Week

413.29

decreased by 47.22

1 Month

279.39

decreased by 181.12

Analysis last updated: Sunday, July 19, 2026 at 01:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nms Holdings Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 25, 2007 to Jul 17, 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 35 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.6696
3.02***
α

ARCH

Response to squared shocks

0.2687
14.37***
β

GARCH

Volatility persistence

0.7115
33.77***
γi Spline Coefficients
K=7
γ1-1.4106
-7.85***
γ21.9936
5.75***
γ3-0.8989
-2.81***
γ40.6813
2.83***
γ5-0.5511
-3.16***
γ60.2695
1.87*
γ7-0.0059
-0.02

Persistence:

0.980

Half-life:

35 days