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Cayenne Entertainment Tech Spline ILLIQ Liquidity Analysis

Liquidity prediction for Friday, July 17th, 2026

1 Day

14,827.36

decreased by 1,736.98

1 Week

9,803.04

decreased by 6,761.30

1 Month

4,092.15

decreased by 12,472.19

Analysis last updated: Friday, July 17, 2026 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cayenne Entertainment Tech ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

May 31, 2010 to Jul 3, 2026

Model Insight

With persistence 0.992, illiquidity shocks have a half-life of 90 trading days (~0.4 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

32.1803
4.72***
α

ARCH

Response to squared shocks

0.3647
7.01***
β

GARCH

Volatility persistence

0.6276
11.60***
γi Spline Coefficients
K=10
γ1-1.7071
-3.06***
γ25.7076
4.26***
γ3-28.5146
-2.57**
γ453.6697
2.24**
γ5-33.8004
-2.07**
γ68.2349
1.44
γ7-7.3778
-1.39
γ86.0567
1.13
γ9-8.2736
-1.82*
γ108.7870
3.37***

Persistence:

0.992

Half-life:

90 days