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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
May 17, 2022 to Jul 10, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -0.2861 | -3.42*** |
Persistence:
0.991
Half-life:
81 days
Other Smo Clinplus Co Ltd Analyses
Other Spline ILLIQ Analyses on International Equities