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Kidswant Digital Technology Co Ltd Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Monday, July 27th, 2026

1 Day

92.66

increased by 20.05

1 Week

85.38

increased by 12.77

1 Month

113.16

increased by 40.55

Analysis last updated: Saturday, July 25, 2026 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Kidswant Digital Technology Co Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Oct 14, 2021 to Jul 24, 2026

Model Insight

With persistence 0.992, illiquidity shocks have a half-life of 82 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1737
6.52***
α

ARCH

Response to squared shocks

0.1642
8.56***
β

GARCH

Volatility persistence

0.8274
41.44***
γi Spline Coefficients
K=1
γ1-0.3196
-2.94***

Persistence:

0.992

Half-life:

82 days