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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jul 3, 2003 to Jul 3, 2026Model 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
| Parameter | Value | t-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 |
Spline Coefficients
K=1
| γ1 | -0.0415 | -0.46 |
Persistence:
1.000
Half-life:
138629 days
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