Reskill Corp Spline ILLIQ Liquidity Analysis
Liquidity prediction for Friday, July 17th, 2026
1 Day
7,778.16
decreased by 3,129.73
1 Week
6,100.25
decreased by 4,807.64
1 Month
4,053.43
decreased by 6,854.46
Analysis last updated: Friday, July 17, 2026 at 07:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Dec 17, 2024 to Jul 10, 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 4 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5042 | 3.82*** |
α ARCH Response to squared shocks | 0.2048 | 3.61*** |
β GARCH Volatility persistence | 0.6523 | 4.87*** |
Spline Coefficients
K=1
| γ1 | -0.9411 | -1.28 |
Persistence:
0.857
Half-life:
4 days
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