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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Dec 21, 2011 to Jul 10, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | 0.0016 | 0.40 |
Persistence:
0.975
Half-life:
27 days
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