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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Sinops Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 25, 2018 to Jul 17, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.0682
-1.91*

Persistence:

0.998

Half-life:

367 days