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V-Lab

Nidec Chaun-Choung Techno Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 8th, 2026

1 Day

2,576.41

increased by 513.63

1 Week

2,272.64

increased by 209.86

1 Month

1,978.50

decreased by 84.28

Analysis last updated: Wednesday, July 8, 2026 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nidec Chaun-Choung Techno 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 0.995, illiquidity shocks have a half-life of 142 trading days (~0.6 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

2.6483
5.50***
α

ARCH

Response to squared shocks

0.1980
20.17***
β

GARCH

Volatility persistence

0.7971
79.90***
γi Spline Coefficients
K=1
γ10.0003
0.06

Persistence:

0.995

Half-life:

142 days