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V-Lab

Futaba Industrial Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Thursday, July 16th, 2026

1 Day

56.95

increased by 2.23

1 Week

52.74

decreased by 1.98

1 Month

45.63

decreased by 9.09

Analysis last updated: Thursday, July 16, 2026 at 07:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Futaba Industrial Co Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Feb 4, 1993 to Jul 10, 2026

Model Insight

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 56 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.0812
3.91***
α

ARCH

Response to squared shocks

0.1417
6.37***
β

GARCH

Volatility persistence

0.8460
38.29***
γi Spline Coefficients
K=4
γ1-0.0565
-4.83***
γ20.1002
6.67***
γ3-0.0727
-6.36***
γ40.0524
2.59***

Persistence:

0.988

Half-life:

56 days