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Gmo Media Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

8,200.01

decreased by 1,003.29

1 Week

5,443.58

decreased by 3,759.72

1 Month

2,756.94

decreased by 6,446.36

Analysis last updated: Sunday, July 19, 2026 at 01:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gmo Media Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 23, 2015 to Jul 17, 2026

Model Insight

With persistence 0.999, illiquidity shocks have a half-life of 831 trading days (~3.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1702
1.93*
α

ARCH

Response to squared shocks

0.1585
9.34***
β

GARCH

Volatility persistence

0.8406
49.37***
γi Spline Coefficients
K=1
γ1-0.0909
-4.54***

Persistence:

0.999

Half-life:

831 days