Kente Catalysts Inc Spline ILLIQ Liquidity Analysis
Liquidity prediction for Thursday, July 9th, 2026
1 Day
212.19
increased by 27.24
1 Week
202.13
increased by 17.18
1 Month
225.07
increased by 40.12
Analysis last updated: Thursday, July 9, 2026 at 06:10 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Apr 16, 2025 to Jul 3, 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 | 1.2997 | 6.47*** |
α ARCH Response to squared shocks | 0.1101 | 2.37** |
β GARCH Volatility persistence | 0.7848 | 7.73*** |
Spline Coefficients
K=1
| γ1 | -1.1528 | -1.33 |
Persistence:
0.895
Half-life:
6 days
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