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V-Lab

Akasaka Diesels Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

7,094.34

decreased by 788.18

1 Week

6,614.18

decreased by 1,268.34

1 Month

6,520.39

decreased by 1,362.13

Analysis last updated: Sunday, July 19, 2026 at 01:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Akasaka Diesels Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 2, 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 36 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9623
5.40***
α

ARCH

Response to squared shocks

0.1321
11.37***
β

GARCH

Volatility persistence

0.8490
63.77***
γi Spline Coefficients
K=10
γ10.1233
1.18
γ2-0.1143
-0.70
γ3-0.3957
-3.05***
γ40.6615
4.69***
γ5-0.0910
-0.71
γ6-0.4681
-4.01***
γ70.3465
2.88***
γ80.1980
1.57
γ9-0.8328
-5.81***
γ101.2338
4.79***

Persistence:

0.981

Half-life:

36 days