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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

All

graph of Kente Catalysts Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 16, 2025 to Jul 3, 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

1.2997
6.47***
α

ARCH

Response to squared shocks

0.1101
2.37**
β

GARCH

Volatility persistence

0.7848
7.73***
γi Spline Coefficients
K=1
γ1-1.1528
-1.33

Persistence:

0.895

Half-life:

6 days