V-Lab
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
Illiquidity prediction for Friday, October 2nd, 2026
1 Day
256.00
increased by 28.15
1 Week
214.59
decreased by 13.26
1 Month
215.72
decreased by 12.13
Analysis last updated: Friday, October 2, 2026 at 09:27 PM UTC
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News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Jul 3, 2003 to Sep 24, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 115524 trading days (~458.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
High persistence: persistence 1.000, shock half-life ~115524 days
| Param | Value | t-stat |
|---|---|---|
| ωconst | 38.3933 | 0.00 |
| αARCH | 0.2491 | 0.00 |
| βGARCH | 0.7509 | 0.00 |
Spline Coefficients
K=10
| γ1 | -5.0547 | 0.00 |
| γ2 | 9.7126 | 0.00 |
| γ3 | -6.3948 | 0.00 |
| γ4 | 1.7324 | 0.00 |
| γ5 | 0.0306 | 0.00 |
| γ6 | -0.0702 | 0.00 |
| γ7 | -0.0330 | 0.00 |
| γ8 | 0.0058 | 0.00 |
| γ9 | 0.6639 | 0.00 |
| γ10 | -1.6242 | 0.00 |
1.000
Persistence115524d
Half-lifeμ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 38.3933 | 0.00 |
α ARCH Response to squared shocks | 0.2491 | 0.00 |
β GARCH Volatility persistence | 0.7509 | 0.00 |
Spline Coefficients
K=10
| γ1 | -5.0547 | 0.00 |
| γ2 | 9.7126 | 0.00 |
| γ3 | -6.3948 | 0.00 |
| γ4 | 1.7324 | 0.00 |
| γ5 | 0.0306 | 0.00 |
| γ6 | -0.0702 | 0.00 |
| γ7 | -0.0330 | 0.00 |
| γ8 | 0.0058 | 0.00 |
| γ9 | 0.6639 | 0.00 |
| γ10 | -1.6242 | 0.00 |
Persistence:
1.000
Half-life:
115524 days
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