Loive Co Ltd Spline ILLIQ Liquidity Analysis
Liquidity prediction for Wednesday, July 15th, 2026
1 Day
8,170.26
unchanged at 0.00
1 Week
7,956.17
decreased by 214.09
1 Month
6,679.04
decreased by 1,491.22
Analysis last updated: Wednesday, July 15, 2026 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Apr 24, 2025 to Jul 10, 2026Model 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.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4180 | 9.16*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.0946 | 0.22 |
Spline Coefficients
K=1
| γ1 | 1.3618 | 1.93* |
Persistence:
0.095
Half-life:
0 days
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