Living Technologies Inc Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Wednesday, July 22nd, 2026
1 Day
4,222.46
decreased by 528.17
1 Week
3,939.54
decreased by 811.09
1 Month
4,537.98
decreased by 212.65
Analysis last updated: Wednesday, July 22, 2026 at 07:35 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jun 28, 2019 to Jul 17, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 86643 trading days (~343.8 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 | 0.8672 | 0.20 |
α ARCH Response to squared shocks | 0.2238 | 0.00 |
β GARCH Volatility persistence | 0.7762 | 0.02 |
Spline Coefficients
K=1
| γ1 | -0.5032 | -0.09 |
Persistence:
1.000
Half-life:
86643 days
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