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Abhotel Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Friday, July 17th, 2026

1 Day

10,040.20

decreased by 850.48

1 Week

6,591.94

decreased by 4,298.74

1 Month

3,757.01

decreased by 7,133.67

Analysis last updated: Friday, July 17, 2026 at 07:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Abhotel Co Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 25, 2017 to Jul 10, 2026

Model Insight

With persistence 0.997, illiquidity shocks have a half-life of 201 trading days (~0.8 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

1.1845
1.92*
α

ARCH

Response to squared shocks

0.1574
11.30***
β

GARCH

Volatility persistence

0.8392
61.38***
γi Spline Coefficients
K=2
γ1-0.4936
-3.80***
γ21.0822
3.70***

Persistence:

0.997

Half-life:

201 days