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CORREC HOLDINGS Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 22nd, 2026

1 Day

5,106.67

decreased by 155.47

1 Week

5,174.20

decreased by 87.94

1 Month

6,173.45

increased by 911.31

Analysis last updated: Wednesday, July 22, 2026 at 07:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of CORREC HOLDINGS Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 30, 2018 to Jul 17, 2026

Model Insight

With persistence 0.999, illiquidity shocks have a half-life of 478 trading days (~1.9 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

0.7849
5.37***
α

ARCH

Response to squared shocks

0.2627
8.17***
β

GARCH

Volatility persistence

0.7358
23.27***
γi Spline Coefficients
K=2
γ1-0.7167
-4.11***
γ21.2661
4.70***

Persistence:

0.999

Half-life:

478 days