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Jinli Group Holdings Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

7,888.45

decreased by 712.73

1 Week

7,451.27

decreased by 1,149.91

1 Month

6,369.01

decreased by 2,232.17

Analysis last updated: Tuesday, July 21, 2026 at 07:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jinli Group Holdings Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 14, 2012 to Jul 17, 2026

Model Insight

With persistence 0.998, illiquidity shocks have a half-life of 350 trading days (~1.4 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

0.9925
3.46***
α

ARCH

Response to squared shocks

0.1637
14.27***
β

GARCH

Volatility persistence

0.8343
72.52***
γi Spline Coefficients
K=1
γ1-0.0007
-0.06

Persistence:

0.998

Half-life:

350 days