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V-Lab

Itokuro Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

5,751.31

decreased by 549.35

1 Week

5,321.21

decreased by 979.45

1 Month

6,283.32

decreased by 17.34

Analysis last updated: Sunday, July 19, 2026 at 01:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Itokuro Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jul 30, 2015 to Jul 17, 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 21 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0100
9.25***
α

ARCH

Response to squared shocks

0.1694
10.79***
β

GARCH

Volatility persistence

0.7977
41.80***
γi Spline Coefficients
K=1
γ10.0547
6.32***

Persistence:

0.967

Half-life:

21 days