V-Lab
Kente Catalysts Inc Spline ILLIQ Liquidity Analysis
Illiquidity prediction for Wednesday, July 29th, 2026
1 Day
238.94
increased by 2.51
1 Week
232.37
decreased by 4.06
1 Month
223.61
decreased by 12.82
Analysis last updated: Wednesday, July 29, 2026 at 06:06 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Apr 16, 2025 to Jul 24, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -1.1016 | -1.80* |
Persistence:
0.894
Half-life:
6 days
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