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Polytronics Technology Corp Spline ILLIQ Liquidity Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Liquidity prediction for Friday, July 10th, 2026

1 Day

275.10

decreased by 33.31

1 Week

349.24

increased by 40.83

1 Month

376.02

increased by 67.61

Analysis last updated: Friday, July 10, 2026 at 08:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polytronics Technology Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jul 3, 2003 to Jul 3, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 138629 trading days (~550.1 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

0.9853
0.27
α

ARCH

Response to squared shocks

0.2338
0.03
β

GARCH

Volatility persistence

0.7662
0.09
γi Spline Coefficients
K=1
γ1-0.0415
-0.46

Persistence:

1.000

Half-life:

138629 days