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V-Lab

Kanefusa Corp Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 14th, 2026

1 Day

4,461.54

decreased by 276.44

1 Week

5,032.80

increased by 294.82

1 Month

5,428.07

increased by 690.09

Analysis last updated: Tuesday, July 14, 2026 at 07:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kanefusa Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 22, 1999 to Jul 10, 2026

Model Insight

With persistence 0.993, illiquidity shocks have a half-life of 103 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

2.8558
6.14***
α

ARCH

Response to squared shocks

0.0850
9.80***
β

GARCH

Volatility persistence

0.9083
108.21***
γi Spline Coefficients
K=1
γ10.0046
1.75*

Persistence:

0.993

Half-life:

103 days