Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Living Technologies Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jun 28, 2019 to Jul 17, 2026

Model 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

ParameterValuet-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
γi Spline Coefficients
K=1
γ1-0.5032
-0.09

Persistence:

1.000

Half-life:

86643 days