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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

All

graph of Loive Co Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 24, 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.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-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
γi Spline Coefficients
K=1
γ11.3618
1.93*

Persistence:

0.095

Half-life:

0 days