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Nms Holdings Corp Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Monday, July 27th, 2026

1 Day

530.05

decreased by 133.50

1 Week

470.10

decreased by 193.45

1 Month

345.43

decreased by 318.12

Analysis last updated: Sunday, July 26, 2026 at 03:12 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 illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Oct 25, 2007 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 34 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.6651
3.04***
α

ARCH

Response to squared shocks

0.2674
14.61***
β

GARCH

Volatility persistence

0.7126
34.14***
γi Spline Coefficients
K=7
γ1-1.4099
-7.86***
γ21.9927
5.76***
γ3-0.8981
-2.82***
γ40.6796
2.83***
γ5-0.5475
-3.16***
γ60.2617
1.86*
γ70.0177
0.08

Persistence:

0.980

Half-life:

34 days