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V-Lab

Crops Corp Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

5,844.27

increased by 291.26

1 Week

5,599.12

increased by 46.11

1 Month

6,729.02

increased by 1,176.01

Analysis last updated: Wednesday, July 15, 2026 at 08:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Crops Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Aug 11, 2005 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 62 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0432
4.79***
α

ARCH

Response to squared shocks

0.1806
13.89***
β

GARCH

Volatility persistence

0.8083
56.67***
γi Spline Coefficients
K=3
γ1-0.1701
-10.97***
γ20.2838
11.50***
γ3-0.1459
-5.88***

Persistence:

0.989

Half-life:

62 days