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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

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 liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Mar 24, 1995 to Jul 17, 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

1.2633
7.19***
α

ARCH

Response to squared shocks

0.1379
8.51***
β

GARCH

Volatility persistence

0.8035
34.85***
γi Spline Coefficients
K=6
γ1-0.1592
-4.25***
γ20.3455
5.83***
γ3-0.3252
-7.91***
γ40.1769
4.87***
γ5-0.0546
-1.31
γ60.0567
0.88

Persistence:

0.941

Half-life:

11 days