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Smo Clinplus Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Thursday, July 16th, 2026

1 Day

129.01

decreased by 6.08

1 Week

135.53

increased by 0.44

1 Month

145.34

increased by 10.25

Analysis last updated: Thursday, July 16, 2026 at 06:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Smo Clinplus Co Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

May 17, 2022 to Jul 10, 2026

Model Insight

With persistence 0.991, illiquidity shocks have a half-life of 81 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

1.0416
8.80***
α

ARCH

Response to squared shocks

0.0751
5.41***
β

GARCH

Volatility persistence

0.9164
62.63***
γi Spline Coefficients
K=1
γ1-0.2861
-3.42***

Persistence:

0.991

Half-life:

81 days