Continental Aerospace Technologies Holding Ltd Spline ILLIQ Liquidity Analysis
Inactive
Last recorded values (Wednesday, September 23rd, 2026):
1 Day
61.45
1 Week
49.80
1 Month
284.55
Analysis last updated: Wednesday, September 23, 2026 at 06:53 PM UTC
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News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Jan 2, 2007 to Sep 18, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 57762 trading days (~229.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
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High persistence: persistence 1.000, shock half-life ~57762 days
| Param | Value | t-stat |
|---|---|---|
| ωconst | 20.0588 | 0.00 |
| αARCH | 0.1879 | 0.00 |
| βGARCH | 0.8121 | 0.01 |
Spline Coefficients
K=7
| γ1 | -2.2193 | -0.08 |
| γ2 | 3.9301 | 0.09 |
| γ3 | -3.4269 | -0.01 |
| γ4 | 2.7292 | 0.01 |
| γ5 | -1.7004 | -0.01 |
| γ6 | 4.1191 | 0.00 |
| γ7 | -10.6206 | 0.00 |
1.000
Persistence57762d
Half-lifeμ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 20.0588 | 0.00 |
α ARCH Response to squared shocks | 0.1879 | 0.00 |
β GARCH Volatility persistence | 0.8121 | 0.01 |
Spline Coefficients
K=7
| γ1 | -2.2193 | -0.08 |
| γ2 | 3.9301 | 0.09 |
| γ3 | -3.4269 | -0.01 |
| γ4 | 2.7292 | 0.01 |
| γ5 | -1.7004 | -0.01 |
| γ6 | 4.1191 | 0.00 |
| γ7 | -10.6206 | 0.00 |
Persistence:
1.000
Half-life:
57762 days
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