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V-Lab

Kente Catalysts Inc Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Thursday, July 30th, 2026

1 Day

236.45

decreased by 1.48

1 Week

233.30

decreased by 4.63

1 Month

224.84

decreased by 13.09

Analysis last updated: Thursday, July 30, 2026 at 06:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Kente Catalysts Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Apr 16, 2025 to Jul 24, 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 6 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.3120
7.44***
α

ARCH

Response to squared shocks

0.1049
2.44**
β

GARCH

Volatility persistence

0.7886
8.65***
γi Spline Coefficients
K=1
γ1-1.1016
-1.80*

Persistence:

0.894

Half-life:

6 days