Sinops Inc Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 21st, 2026
1 Day
6,500.64
decreased by 179.70
1 Week
6,573.14
decreased by 107.20
1 Month
4,717.05
decreased by 1,963.29
Analysis last updated: Sunday, July 19, 2026 at 01:27 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Dec 25, 2018 to Jul 17, 2026Model Insight
With persistence 0.998, illiquidity shocks have a half-life of 367 trading days (~1.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9059 | 6.48*** |
α ARCH Response to squared shocks | 0.1764 | 12.93*** |
β GARCH Volatility persistence | 0.8217 | 59.09*** |
Spline Coefficients
K=1
| γ1 | -0.0682 | -1.91* |
Persistence:
0.998
Half-life:
367 days
Other Sinops Inc Analyses
Other Spline ILLIQ Analyses on International Equities