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V-Lab

Samsung FN Reit Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

65.13

decreased by 6.95

1 Week

74.00

increased by 1.92

1 Month

77.97

increased by 5.89

Analysis last updated: Friday, July 17, 2026 at 08:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Samsung FN Reit Co Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 7, 2023 to Jul 16, 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 20 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.3849
7.09***
α

ARCH

Response to squared shocks

0.1614
6.07***
β

GARCH

Volatility persistence

0.8043
24.14***
γi Spline Coefficients
K=1
γ1-0.1408
-1.05

Persistence:

0.966

Half-life:

20 days