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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sen Tien Printing Factory Co ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 4, 2009 to Jul 3, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=10
γ12.4652
0.34
γ2-11.5690
-1.51
γ321.7669
1.48
γ4-20.0534
-1.62
γ510.0677
2.45**
γ6-5.4101
-6.30***
γ75.3133
7.55***
γ8-4.5955
-7.23***
γ93.2323
5.96***
γ10-1.4963
-1.98**

Persistence:

1.000

Half-life:

6418 days