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V-Lab

Yokogawa Bridge Hldgs Corp Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

19.79

decreased by 1.24

1 Week

21.32

increased by 0.29

1 Month

20.32

decreased by 0.71

Analysis last updated: Sunday, July 19, 2026 at 01:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yokogawa Bridge Hldgs Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 1, 1992 to Jul 17, 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 53 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.7117
8.14***
α

ARCH

Response to squared shocks

0.1287
14.25***
β

GARCH

Volatility persistence

0.8583
85.74***
γi Spline Coefficients
K=1
γ1-0.0007
-0.94

Persistence:

0.987

Half-life:

53 days