Skip to main content
V-Lab

Sinoma Energy Conservation Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Friday, July 17th, 2026

1 Day

376.58

decreased by 40.22

1 Week

396.90

decreased by 19.90

1 Month

354.75

decreased by 62.05

Analysis last updated: Friday, July 17, 2026 at 06:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sinoma Energy Conservation Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jul 31, 2014 to Jul 10, 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 27 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2420
5.82***
α

ARCH

Response to squared shocks

0.2696
16.94***
β

GARCH

Volatility persistence

0.7054
51.18***
γi Spline Coefficients
K=1
γ10.0019
0.25

Persistence:

0.975

Half-life:

27 days