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V-Lab

Jiangxi Avonflow Hvac Tech Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 14th, 2026

1 Day

1,526.82

increased by 369.04

1 Week

1,297.55

increased by 139.77

1 Month

1,049.93

decreased by 107.85

Analysis last updated: Tuesday, July 14, 2026 at 06:24 PM UTC

Date Range:

from

to

6M ·

All

graph of Jiangxi Avonflow Hvac Tech ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Sep 10, 2025 to Jul 10, 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 3 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0624
7.80***
α

ARCH

Response to squared shocks

0.2409
3.30***
β

GARCH

Volatility persistence

0.5405
3.66***
γi Spline Coefficients
K=1
γ10.0618
0.04

Persistence:

0.781

Half-life:

3 days