Skip to main content
V-Lab

Mirairo Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Friday, July 17th, 2026

1 Day

10,329.18

decreased by 3,779.87

1 Week

7,881.95

decreased by 6,227.10

1 Month

4,797.41

decreased by 9,311.64

Analysis last updated: Friday, July 17, 2026 at 07:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Mirairo Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Mar 25, 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

0.4748
5.99***
α

ARCH

Response to squared shocks

0.2424
3.45***
β

GARCH

Volatility persistence

0.5536
4.53***
γi Spline Coefficients
K=1
γ1-0.1318
-0.19

Persistence:

0.796

Half-life:

3 days