Yutaka Foods Corp Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 21st, 2026
1 Day
7,128.14
increased by 354.50
1 Week
5,933.89
decreased by 839.75
1 Month
4,111.26
decreased by 2,662.38
Analysis last updated: Sunday, July 19, 2026 at 12:40 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Mar 24, 1995 to Jul 17, 2026Model 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2633 | 7.19*** |
α ARCH Response to squared shocks | 0.1379 | 8.51*** |
β GARCH Volatility persistence | 0.8035 | 34.85*** |
Spline Coefficients
K=6
| γ1 | -0.1592 | -4.25*** |
| γ2 | 0.3455 | 5.83*** |
| γ3 | -0.3252 | -7.91*** |
| γ4 | 0.1769 | 4.87*** |
| γ5 | -0.0546 | -1.31 |
| γ6 | 0.0567 | 0.88 |
Persistence:
0.941
Half-life:
11 days
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