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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jul 31, 2014 to Jul 10, 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 27 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | 0.0019 | 0.25 |
Persistence:
0.975
Half-life:
27 days
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