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V-Lab

Feitian Technologies Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 8th, 2026

1 Day

391.14

increased by 34.25

1 Week

297.06

decreased by 59.83

1 Month

249.71

decreased by 107.18

Analysis last updated: Wednesday, July 8, 2026 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Feitian Technologies Co Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jun 26, 2014 to Jul 3, 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 15 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1952
7.53***
α

ARCH

Response to squared shocks

0.2539
14.43***
β

GARCH

Volatility persistence

0.7017
35.39***
γi Spline Coefficients
K=1
γ1-0.0289
-3.14***

Persistence:

0.956

Half-life:

15 days