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Yokogawa Bridge Hldgs Corp Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

21.28

increased by 4.55

1 Week

17.67

increased by 0.94

1 Month

22.03

increased by 5.30

Analysis last updated: Wednesday, July 15, 2026 at 07:54 PM 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 10, 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

2.7098
8.13***
α

ARCH

Response to squared shocks

0.1289
14.25***
β

GARCH

Volatility persistence

0.8582
85.62***
γi Spline Coefficients
K=1
γ1-0.0007
-0.98

Persistence:

0.987

Half-life:

53 days