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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jan 22, 1999 to Jul 10, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | 0.0046 | 1.75* |
Persistence:
0.993
Half-life:
103 days
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