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V-Lab

Wuxi Paike New Materials Technology Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

128.58

increased by 31.91

1 Week

114.54

increased by 17.87

1 Month

96.33

decreased by 0.34

Analysis last updated: Saturday, July 18, 2026 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Wuxi Paike New Materials Technology Co Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Aug 25, 2020 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 1 trading day.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0989
9.48***
α

ARCH

Response to squared shocks

0.1377
5.11***
β

GARCH

Volatility persistence

0.4779
7.75***
γi Spline Coefficients
K=5
γ1-1.4579
-5.34***
γ22.1164
5.41***
γ3-0.4258
-1.77*
γ4-1.4267
-6.44***
γ52.6896
8.00***

Persistence:

0.616

Half-life:

1 days