Skip to main content
V-Lab

Biken Techno Corp Spline ILLIQ Liquidity Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Liquidity prediction for Monday, July 13th, 2026

1 Day

4,605.52

decreased by 341.39

1 Week

5,139.42

increased by 192.51

1 Month

6,013.09

increased by 1,066.18

Analysis last updated: Sunday, July 12, 2026 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Biken Techno Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Sep 25, 1995 to Jul 10, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 99021 trading days (~392.9 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

0.9412
2.89***
α

ARCH

Response to squared shocks

0.1007
0.12
β

GARCH

Volatility persistence

0.8992
1.11
γi Spline Coefficients
K=2
γ1-0.0451
-0.06
γ20.0542
0.05

Persistence:

1.000

Half-life:

99021 days