Seiryo Electric Corp Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 14th, 2026
1 Day
6,473.40
increased by 3,437.81
1 Week
3,908.64
increased by 873.05
1 Month
3,220.99
increased by 185.40
Analysis last updated: Tuesday, July 14, 2026 at 07:15 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Mar 4, 2002 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. Short-run deviations decay with a half-life of 19 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.9463 | 6.50*** |
α ARCH Response to squared shocks | 0.1078 | 8.73*** |
β GARCH Volatility persistence | 0.8563 | 53.43*** |
Spline Coefficients
K=5
| γ1 | 0.2019 | 4.43*** |
| γ2 | -0.3804 | -5.08*** |
| γ3 | 0.3720 | 6.11*** |
| γ4 | -0.2731 | -4.36*** |
| γ5 | -0.1211 | -1.48 |
Persistence:
0.964
Half-life:
19 days
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