Sen Tien Printing Factory Co Spline ILLIQ Liquidity Analysis
Liquidity prediction for Friday, July 10th, 2026
1 Day
16,004.89
increased by 11,480.24
1 Week
7,031.40
increased by 2,506.75
1 Month
5,526.24
increased by 1,001.59
Analysis last updated: Friday, July 10, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Nov 4, 2009 to Jul 3, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 6418 trading days (~25.5 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 | 0.7748 | 2.06** |
α ARCH Response to squared shocks | 0.3199 | 1.31 |
β GARCH Volatility persistence | 0.6800 | 2.82*** |
Spline Coefficients
K=10
| γ1 | 2.4652 | 0.34 |
| γ2 | -11.5690 | -1.51 |
| γ3 | 21.7669 | 1.48 |
| γ4 | -20.0534 | -1.62 |
| γ5 | 10.0677 | 2.45** |
| γ6 | -5.4101 | -6.30*** |
| γ7 | 5.3133 | 7.55*** |
| γ8 | -4.5955 | -7.23*** |
| γ9 | 3.2323 | 5.96*** |
| γ10 | -1.4963 | -1.98** |
Persistence:
1.000
Half-life:
6418 days
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