Skip to main content
V-Lab

Star Flyer Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

4,722.34

decreased by 1,110.71

1 Week

6,387.77

increased by 554.72

1 Month

4,276.47

decreased by 1,556.58

Analysis last updated: Wednesday, July 15, 2026 at 08:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Star Flyer Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 21, 2011 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 27 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.6656
7.73***
α

ARCH

Response to squared shocks

0.1780
12.37***
β

GARCH

Volatility persistence

0.7969
55.14***
γi Spline Coefficients
K=1
γ10.0016
0.40

Persistence:

0.975

Half-life:

27 days