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Yutaka Foods Corp Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Monday, July 27th, 2026

1 Day

5,080.76

decreased by 861.61

1 Week

5,918.04

decreased by 24.33

1 Month

4,703.83

decreased by 1,238.54

Analysis last updated: Sunday, July 26, 2026 at 03:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yutaka Foods Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Mar 24, 1995 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 11 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2625
7.19***
α

ARCH

Response to squared shocks

0.1376
8.51***
β

GARCH

Volatility persistence

0.8036
34.86***
γi Spline Coefficients
K=6
γ1-0.1592
-4.26***
γ20.3454
5.84***
γ3-0.3251
-7.92***
γ40.1767
4.87***
γ5-0.0541
-1.30
γ60.0550
0.85

Persistence:

0.941

Half-life:

11 days