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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Apr 7, 2023 to Jul 16, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -0.1408 | -1.05 |
Persistence:
0.966
Half-life:
20 days
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