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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Apr 30, 2018 to Jul 17, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=2
| γ1 | -0.7167 | -4.11*** |
| γ2 | 1.2661 | 4.70*** |
Persistence:
0.999
Half-life:
478 days
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