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Osaka Yuka Industr Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

7,427.79

increased by 4,017.28

1 Week

3,938.24

increased by 527.73

1 Month

3,121.84

decreased by 288.67

Analysis last updated: Wednesday, July 15, 2026 at 07:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Osaka Yuka Industr ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 5, 2017 to Jul 10, 2026

Model Insight

With persistence 0.998, illiquidity shocks have a half-life of 401 trading days (~1.6 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

0.9543
4.67***
α

ARCH

Response to squared shocks

0.1655
10.39***
β

GARCH

Volatility persistence

0.8328
51.67***
γi Spline Coefficients
K=1
γ1-0.0533
-1.34

Persistence:

0.998

Half-life:

401 days