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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Seiryo Electric Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Mar 4, 2002 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 19 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-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***
γi Spline Coefficients
K=5
γ10.2019
4.43***
γ2-0.3804
-5.08***
γ30.3720
6.11***
γ4-0.2731
-4.36***
γ5-0.1211
-1.48

Persistence:

0.964

Half-life:

19 days