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Continental Aerospace Technologies Holding Ltd Spline ILLIQ Liquidity Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

480.35

increased by 70.67

1 Week

438.64

increased by 28.96

1 Month

419.30

increased by 9.62

Analysis last updated: Tuesday, July 21, 2026 at 06:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Continental Aerospace Technologies Holding Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 2, 2007 to Jul 17, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 21004 trading days (~83.3 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

10.4532
0.04
α

ARCH

Response to squared shocks

0.1696
0.05
β

GARCH

Volatility persistence

0.8304
0.23
γi Spline Coefficients
K=7
γ1-2.2872
-1.82*
γ24.0177
1.60
γ3-3.4423
-0.19
γ42.6573
0.18
γ5-1.6338
-0.86
γ64.2581
0.07
γ7-10.0735
-0.07

Persistence:

1.000

Half-life:

21004 days