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Powertech Industrial Co Spline ILLIQ Liquidity Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Liquidity prediction for Friday, July 17th, 2026

1 Day

5,939.10

decreased by 829.44

1 Week

6,396.76

decreased by 371.78

1 Month

5,337.88

decreased by 1,430.66

Analysis last updated: Friday, July 17, 2026 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Powertech Industrial Co ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 1, 2004 to Jul 3, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 693147 trading days (~2750.6 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

44.8323
α

ARCH

Response to squared shocks

0.1405
β

GARCH

Volatility persistence

0.8595
γi Spline Coefficients
K=1
γ1-0.0145

Persistence:

1.000

Half-life:

693147 days